Gun check policy and procedures vary by carrier. For example: Alaska Air allows something like 21 lbs of ammo and didn't require that you take your bag to secondary screening last time I flew with them from SEA. A couple years ago.
There are a few airlines that do not allow you to check a firearm. I've traveled weekly for work the majority of the last 6 - 7 years and always take a handgun, if it isn't prohibited where I'm traveling to. I have never had an issue with any carrier at DIA.