Of course, being able to keep your bag with you and not checked depends on your bag. (Backpacks for Longer Trips, Backpacks for Shorter Trips) You must also know how to pack and what to back. (How to Pack)  Not checking a bag means you will only be traveling with a single main bag and possibly another smaller day bag.  If an airline only allows a single bag, you need to be able to pack your day bag inside your main bag.  (Daypack).

There are many advantages of not checking a bag and we have listed a few below.

On a trip to Dubai from London, we had a connection in Abu Dhabi.  Our flight was delayed by a couple hours, but there was an earlier flight on the same carrier.  I asked the gate agent if it was possible to transfer to the earlier flight if there were available seats.  It turned out that the flight had several seats available and we could transfer if we had not checked in any bags on our original flight.  As we had not checked any bags, we were able to make the change and we were on our way.

Arabian Desert Camel Ride

Dubai - United Arab Emirates

With automated check-in, not checking a bag means you are not waiting in the potentially long line of travelers waiting in line to check their bag.  This is a huge time saver and can save you an hour or more if the lines are long.  You only need to show up and go through security.

If you are traveling by train, people with large bags have to store them in areas usually located by the train door, away from your seat and not within view.  This leaves your bag vulnerable to someone walking off with it.  Having a small backpack allows you to store it in the area located above your seat on most trains.

When you travel to different locations, especially big cities having subway systems, you will more than likely encounter steps up and down the subways. If you are hauling around large bags and not a backpack, you will have to maneuver them up and down the stairs. Only wearing a backpack allows you to simply walk the steps as you normally would.

On some trips, you may make intermediate stops on your way to your next destination for the night. Some stops may not be possible if you are hauling around large suitcases. On a trip through the Rhine Valley, we were staying in Oberwesel and traveling to Frankfurt by train. On the way, we stopped in Bacharach and hiked up the dirt trail to the Burg Stahleck Castle for lunch. This would not have been possible if we were carrying around large suitcases. Having a backpack meant we were able to hike up the dirt trail and enjoy a nice lunch with a view from the castle.

Bacharach - Stahleck Castle

Arriving at your destination, you can immediately be on your way.  There is no waiting at the bag carousel for your bag to emerge.  This may help you avoid long lines at car rental desks, taxi queues or other locations as you will be ahead of other people who are still waiting to retrieve their bags.

When your bags are with you, you do not have to worry about airlines loosing them.

Not checking a bag means you are traveling with only one bag.  Having a single bag and wearing it as a backpack allows you to be more mobile.  It's far easier to get around with a backpack, especially when trying to navigate crowds, cobble stone streets and boarding trains and buses.

When everyone in your party is carrying their own bag, there is no waiting around on others to retrieve bags when you want to be on your way.

When dealing with taxis and other forms of transportation, you will always be in control of your bags.  It's far easier to keep and eye on things and not become a victim of scammers when you only have a single bag.  See Backpacks on Public Transportation.tation.