I've travelled with scanners for years and only had one problem. That was with a jerk of a TSA agent who told me they were illegal. I had him get a supervisor, problem solved.
Early on, I carried scanners and digital camera(s) in a carry on bag. Now I carry the scanners in a vest. Take the vest off going through the inspection and never had a question asked.
Basically, and this has already been stated, don't use on the plane. If you listen to it in the terminal, be discrete.
Just have a list of frequencies from the RRDB for the airports you'll be traveling through. Hopefully not USAir through Charlotte, they use Nextel and we can't hear them.
460-461, 465-466, some 462 channels are used by a lot of airlines for their terminal operations (ticket agents, maintenance, etc). Makes interesting listening. Just set up a search.