I've always just checked them in my regular shinai bag and had no problem. No need to do anything special, although I would make sure you have at least two in the case as one by itself is a little weak. If anyone asks you what they are, say "bamboo sticks" or "sports equipment" or "martial arts equipment". It's not an issue unless you want to take them on the plane. But unless you intend to train wherever you're going, I'm not sure why you'd want to blow one of your checked luggage pieces on shinai. Show 'em a picture.