I took my dragon to Brickfest 2003 and flew commercially. A good rule of thumb to remember is to think the baggage handlers are going to treat your luggage like crap, cause they will. They'll toss it, flip it, there's no controlling them. Believe me, 'fragile' and 'this side up' isn't in their vocabulary.
I packed my dragon (broken down in his modular form) in a huge steel trunk surrounded by 4 or 5 inches of thick, dense foam padding. When I opened him up in the hotel room his shoulder joints had shattered and I had to spend several hours rebuilding him.
Wunztwice is right, modularity is key. Your best bet is to find or build a trunk or crate to carry your castle pieces in surrounded by a lot of protective foam.
Like this
http://www.flickr.com/photos/proudlove/465366094/
--Tony

Give a man a fire and he'll be warm for a day.
Set a man on fire and he'll be warm for the rest of his life.