I think shipping through a shipper, like fed ex or UPS is safer than shipping with an airline or using the airlines baggage.
I have sold a half dozen keyboards on ebay and after packing them like Tony said, and using fed ex none was ever hurt.
However I wouldn't want to ship the same keyboard more than a couple of times using that method.
If I was gigging,roadies in and out of the van, setup teardown, flight case is the way to go.

[This message has been edited by mikeathome1 (edited 12-04-2005).]