I have taken my ski (as many as 4 pair in one bag) and never had a problem. Like mentioned before, get a padded bag, wrap em in either bubble wrap or towels work really well too. If you are gonna throw some clothes in there too I would limit it to long underwear and socks and the like. Nothing that can rip or that would be a major loss if the skis got lost/delayed.
As far as insurance goes, get it. And if you can insure a specific value for the equiptment, always estimate it a bit high, you'll pay a little more but you better covered if something does happen.
Also, as far as the bag goes, make sure you get one with wheels. It makes it a lot easier for the baggage handlers to lug around, and they'll be less likely to mistreat it. Most airlines also do not allow large shoulder straps, so if your bag has em, make sure they're removable, and when you get to the airport, take it off and either keep it with you, or stick it in the bag.
Every major airport I've been in has a separate place to check/get large/oversized luggage (skis in this case). Talk to someone at the airport and find out where you gotta check em in, and when you get your checked bags, look around for a door (typically garage door type) with a sign oversized luggage. If you can't find one, ask someone that works there.
Also, remember that because of increased security concerns, you cannot lock your bags. If you put locks they might have to cut out the zipper and then your screwed. If you are concerned about your baggage possibly opening up in transit, use zip-ties and not locks. There easy to cut if they need to and usually they'll replace em.
You should be fine, I've never had a problem with my skis, just remember to be courteous, and have wheels on any big/heavy/awkward bag that you check.
life is too short to have any regrets