I fly frequently around the U.S. and always carry at least two firearms. As previously stated, it is no big deal. I would however disagree about informing the agent about anything. I would just simply request a firearms declaration. Many airline counter personnel do not know the rules, so often you have to walk them through the process. Not all airports function the same. At Chicago's O'Hare, a porter is called to your check-out location and transports the luggage with the firearm to a designated TSA location. After it is x-rayed, TSA releases it back to the porter and the TSA stamped case is taken to a special belt. I always stay with that piece of luggage until I see it go down the final belt. At other airports like Portland, OR, once you check in, you wheel your luggage over to the regular TSA unit, let them know there's a declared firearm. They run it through and wish you a happy trip. My only US airport which was a problem was a regional airport in NY. (Ithaca) TSA was called when I asked for a firearms declaration. Two showed up, and then after seeing I had two handguns and a AR-10, had the agent summon "local law-enforcement." A county sheriff's deputy came over, asked if I like the AR-10, and then asked if he could photocopy my credentials. Although totally unnecessary and probably out of policy for everyone there, I opted to maintain a friendly relationship with all and cooperated with his request. Later I heard the NY state has some very restrictive ideas about firearms, thus, I suspect that was what all of the added drama was about.
In my experience, the only real thing to worry about is making sure your firearm is unloaded, and most airlines like ammo in factory boxes, so I have used the same box for almost a decade. Also, not using the terms "gun" or "weapon." There are unfortunately lot's of people with limited to know idea re: firearms, and worse, those with wrong ideas.
I totally agree with the previous entry that encouraged getting to the luggage area a.s.a.p. At least 50% of the time, my piece containing the firearm case comes out right away. Stolen guns would really turn a trip into a real pain.