I have the no!no! but I could never get myself to commit to it! There are a lot of specialized makeup brushes I rarely reach for – I tend to just use a core set of brushes. I don’t regret it, but I wouldn’t recommend “collect ’em all” mentality with MAC brushes — better to buy multiples of ones you use all the time!
I haven’t checked a bag in five years or longer (I also have not gone on any trip in excess of a week), so I pack everything in my carry on, which ensures less handling (and better handling when there is) and that nobody is going to steal anything. I cushion makeup bags or palettes between sweaters and pants–anything thick and soft–or else keep it in my shoulder bag.