Some advice ... when they say locked, it means "your own lock!" NOT a TSA lock. They want YOU as the only person with the key, not some wacko/terrorist baggage handler who has a "TSA lock key."
When they ask you to open the case, don't get cute, friendly or humorous. Be professional and courteous. Technically, the key is not supposed to leave your possession, so you're "supposed" to be the one unlocking the case. I usually use combination locks so I'm always asked to open the gun case. I've have handed a key to a TSA agent standing right in front of me in the past though. Kind of a judgement call. You don't want to pull their chain.
One more thing "KNOW THE RULES!!!" Surprisingly, many of the TSA agents don't. MOST of the airline representatives don't. It's not a bad policy to print out both the TSA regulations, and the "Spirit Airlines" rules in case you get some rectum giving you a hard time.
I've had real good luck grabbing a skycap at the street and telling him I have a firearm in my luggage, can he help me check in. I duke the guy $20.00 immediately. "Usually" they spirit me right to a knowledgeable and competent airline agent who expedites the whole procedure. Someone who knows what they're doing. Nothing shady, just that I don't wind up in a ration of red tape and explanations because somebody doesn't know their job (or is an anti-firearm advocate) and opens a can of worms.
If you bring ammunition, don't forget to declare it.