[boucher0911]

You can gate check the stroller and no, I don't believe it counts as a piece of luggage. Just a warning, though - we gate checked our stroller on our last trip and on the return flight, our stroller was damaged (not inoperable, but enough that it's a pain in the neck to use now) and we had to order replacement parts for it through the manufacterer. While they were only $30, I'm still fighting with Southwest to cover it since it was their fault (and I have to deal with a damaged stroller until the parts arrive). Yes, put a luggage tag or sticker with your info on it. It is possible someone may have the same one and you know what can happen there.

I know Southwest gave my niece a pair of "wings" on our trip since it was her first time flying. They used to be pins, but the ones she got were pretty cheap plastic with double sided sticky tape rather than an actual pin like they used to give out.

We don't lock our luggage because I know they have every right to open it anyway if they see something they need to check out. I have heard horror stories of the security people rifiling through and leaving everything a mess, but I figure it's better to leave it unlocked so they don't have to bust up the lock getting into it if they need to.

Hope that helps a little!