Do not check a bag. I repeat. Do not check a bag.
I have had a terrible experience with this, so here is the truth. No one will reimburse you for what you have to buy. I was on a work trip on Southwest from Montana to Los Angeles. My bag was lost or maybe stolen. I reported it at LAX that very moment. There was nothing they could do except take the report. Waited the 5 days and still no bag. Southwest wanted receipts for the items in the bag so that they could reimburse me the amount I was requesting. I don't save all of my receipts, some, but not all. I did have some of my favorite items in that luggage including a few bday gifts that I had just received, a white Patagonia vest, a new dry bar hair dryer, my new Seve Madden black boots, lulu pants, make up bags etc, you know the drill. The Southwest rep suggested I look back at all of my credit card bills and send to them. I sent what I could, but of course it wasn't able to cover everything. The total possible refund could be 3500.00, but you have to have proof of purchase for everything including the luggage itself.
3 months later, I was sent an email stating they were going to pay out partial and that was that. So, don't check a bag, or maybe buy a bag tracker for your suitcase, or carry on 2 bags, whatever you need to do. People steal so be aware and there is nothing you can do about it. I travel for work, but will not check a bag again. Lesson learned.
