Put them in a carry-on bag if you have more than a few hundred dollars worth. Not worth the risk in checked luggage.

Be prepared for a hand inspection at x-ray. I always ask for a private inspection to keep what I'm carrying from attracting attention of other travelers. Security has always been happy to do it. You always get comments from the inspectors as they handle your chips... another reason to do in privately.

Interestingly, I seldom get flagged when flying out of Las Vegas any more. They apparently are used to seeing opaque cylinders in the bags and no longer check to see if they are chips or wafers of explosives.

I did get the "air blast" treatment for the first time in Las Vegas last month. You walk through what looks like a metal detector, but which contains air jets that ruffle up all your clothing and hair. Supposedly they can sniff any explosives you're carrying this way.