i always have a shoulder bag i carry with me.
i have never HAD to check it..
i have been asked to many times, but explain that i need to keep it on me.. as long as you're firm, yet respectful to security, they are usually quite flexible with you too.
my normal strategy remains.. i have nothing to hide.. no drugs, no weapons, nothing i shouldn't have..
i always have anything remotely questionable in my hands before they pat me down, and show it to them.. make the search as easy as possible, and make sure to show them all compartments in your bag / clothes..
they like that
