I've yet to have a problem transporting firearms into or out of BWI during interstate travel -- just don't try to check your bags at the curb (go straight to the ticket counter).
I put my SIG (trigger-locked and unloaded) in its original plastic case and padlock it (make sure you keep the key on your person); ammo goes in its original box (cardboard or plastic). Both go inside locking hard-sided luggage (I usually only take one suitcase -- never had a problem with ammo and pistol being in same suitcase, but YMMV).
Technically speaking it's okay to keep ammo in mags, but I don't.
The "steal me" sticker goes outside the SIG's case but inside the hard luggage (no particular place, not taped to anything, dunno what good it does). Only once have I been asked to show that the pistol was unloaded, and the lady at the counter said, "Hey, that's a nice SIG!"
No problems so far on Northwest, Delta, or United. All their websites have specific info, and the counter agents have been knowledgeable and discreet.
I live about 10 minutes away from BWI; about 10 minutes further down the road is a great brewpub called Ellicott Mills (on Main Street in Ellicott City -- 410-313-8346 -- I recommend the Weisenbock and venison steak).
On Target (largest indoor range in MD) is 10 mins south of BWI on I-295, then east on Rt-175 -- 410-551-7777.
Drop me an email if/when you're thirsty.