Unless traveling in a band bus, I usually took my good stuff with me. One can loose smallish stuff even within one's own band. ("Hey, Reggie, can I have my cable back?")
On a "shared" stage, I set up tight, and could do a tear-down before actual load-out in like 2 minutes. Guitar(s) close at hand, not cased and set aside (cased guitar off to the side is like "steal me"), but right against the amp(s), then all cables, pedals, personal mic & cable tossed into a road box. Having a trusted friend or roadie in the immediate vicinity was great.
Later, back stage, or even at home, neatly repack the road box. "Picks don't count."
Even on a stage just for my band, when we could leave everything after the gig for a second night, I always took my ax 'with, and if using one, a really special amp (like a pre-CBS Fender). Some venues are gold on this, but others 'not so much.
Never used flight cases. Hell, some guys will steal them, too. Never marked my stuff, either, but did keep track of serial numbers on the big stuff. That paid off when I finally had a guitar stolen from my own house, by step-daughter's boyfriend, which ended up in a pawn shop. When called for confirmation it was mine, I noted there was a little scar on the back of the neck, about a foot down from the head (from getting knocked over on a stage break some years earlier). Got it back - after paying the pawn shop... What a life.