I always check everything.
Put three separate laminated (Kinkos) tags on the bag, tie them on with a loop of waxed string (Mallwart craft section).
On these xeroxed tags have the dates of travel, your flight numbers, airport codes and the name and phone number of your final destination. Same for the return trip.
If a bag tag gets ripped off in handling, they got to get a supervisor to open your bag and look for that piece of paper you were told to put inside. Your plane is long gone.
This way, if they see any one of the three tags, you're back in business. For Roatan, we always print RTB in large letters on the tags.
A few Roatan resorts have very easy to spot flourescent tags. The baggage handlers know them pretty well.
Hasn't missed yet, 40 trips to Roatan alone.