The two biggest culprits for lost baggage are the airlines and the transfers (motorcoaches from airport to pier or vice versa). You have to fly so no way around that one. I'm a huge fan of grabbing a cab for my transportation from airport and piers. I like to know my luggage is where I am whenever possible. So before booking those transfers think twice about whether the convenience is worth the risk.
Of all the clients I've had with lost or delayed baggage over the yaers I'd bet 90% or more involved airlines or transfers. You can have the bus, I'll take the cab and be on the ship before those in the bus and know where my luggage is.