I worked the nonrev system hard this past week with a lot of success. All the advice given is great. One added benefit as a pilot is the jump-seat, if the loads are iffy just list for the jump, and depending on the route and time of day you may be fortunate enough to be the only jumpseater listed and/or hopefully you're company policy favors you on the jumpseat (assuming the gate agent does their job properly). Then the always having a back up idea is a definite MUST. I've been playing it incredibly safe and been lucky so far, and my wife has traveled with me quite a bit this past week as well. I told her her day is coming where it's not going to go so smoothly, it's only a matter of time...
My best advice, is to be flexible, be prepared to spend a lot of time in the airport, have a back up, and kill everyone with kindness. "Please," and "thank you," and not running your mouth, alone can make a world of difference.
As far as checked bags, I've done it a few times now. Your bag goes whether you do or not. So as long as you plan on picking up your bag at your final destination at some point then it's really a non-issue. However, if you have iffy intentions of actually going to or making that destination or any destinations close to it then it's best to just have carry-ons only. That said, pack what is absolutely important and vital in your carry on to get you through a night of missed flights, or WORST case scenario a lost bag. I have yet to lose a bag, but there's a first time for everything. Best of luck to you out there!