I'll give you a couple of examples from my experience, as an ex military pilot, before dispensing some advise...
1) Some time in the 1990's I was on my way to Belfast from Heathrow on a scheduled civilian flight. All of my flying gear was in the checked in luggage (using my substantial excess baggage allowance at the time) - this included my, issued, aircrew survival knife (vicious looking thing, curved, but actually with a blunt point and designed purely to cut seat harnesses in the event of an emergency). I was having a coffee in the departure lounge when I got the "bing bong" and the public address system announced that my presence was required at security. On arrival I was met with my hold baggage contents spread on a counter and some little guy in a tie, carrying a clip board (I forget his name, but for the purposes of this post, let's refer to him as "Adolf")
"What's this?" Adolf barked, holding up the knife.
"It's an aircrew survival knife issued to the British Military, it was attached to one of two flying suits, also issued by the British Military and was in a bag containing one flying helmet and one pair of flying boots, also issued by the British Military." I replied.
"Well...er...it shouldn't be travelling on a civilian aircraft." said Adolf.
"The flight booking reference is MOD, my presence is required at the destination and I was instructed, in writing, as to the packing list, thank you for compromising me in London - where do you want your career to go next?" was my reply. (effusive apologies all round etc).
2) Returning from Canada, in uniform, on a military flight? I had a Leatherman on my belt...
"You can't take that on board, sir," said the RAF wallah behind his desk.
"Why not?" said I
"Because it's against regulations " He replied.
"Listen fellah, I'm travelling back to UK after a 4 month tour in Canada, I was a staff pilot here (pointing to my wings) and I know all about DAC (dangerous air cargo) having refused, on occasion, to carry it myself, as is my privilege as an aircraft captain. Furthermore, I am travelling back to UK with most of C company, 2 PARA. If I were to try to hijack the aircraft with a Leatherman, how long - in seconds - would you rate my life expectancy?"
No Joy! He would not be budged and I lost a Leatherman!
My point is, is that, post 9/11, airport security has become increasingly fascistic (I can still remember a line of weeping women at JFK - subjected to their "security" )
Knifefan gave good advice - make sure they are legal at your destination and, I am loathe to say this, - "Know your rights"