I always have a carry on stocked to the gills with valuables and check all of my clothes and shit. If the bag is misplaced for awhile I have the clothes on my back.
I take about a five trips a year and have never had a problem. *knock on wood*
Valuable / breakables always in the carry on. Depending on the location sometimes will purchase clothes there. That depends on the country. Some will give you a hard time if you don't show up with "enough" luggage for your visit.
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