I have 2:
I have the hard shell from performance bike - I've never tried to put my tri bike in there and I don't know if it would fit, but I've used it with my roadie. Airports are absolutely guaranteed to charge you if you have a hard shell case because you will be overweight in addition to being a bike. I do think this case is easier if I have to walk long distances because it has a solid handle and wheels. It is also lockable and shippable.

And the soft shell peleton case from bikeprousa. I just used it this past weekend to take my tri bike to collegiate nats and I've also used it a couple of times for my roadie. I like it because it is light (bike, pump, tools, helmet, shoes, case=40 lbs). The wheels on the case stink because they don't turn sideways so its easier to just carry the case. Not good for hauling long distances through huge parking lots - easier to drag it or carry it because the wheels are useless. Another advantage is that it squishes up and takes up less room in my pathetically small dorm room than a hard shell. Also cheaper.

+1 Hard case. Your first option should be to try to rent one and unless you are handy with your tools, have the LBS also pack it for you. And see if the race you are traveling to has an on-site bike tent. They can also reassemble before/dissasemble after ($). Your second option is to ask your roadie friends or post message on your local road teams' message board asking if they have one you can borrow. I've found most people who have spent the money on one only use them once a year and don't mind loaning them out so they get some use. I've loaned mine out several times. (My only stipulation was that the person who borrowed it had to put a race sticker on the case.) The final option is to buy a hard case. As has been previously mentioned, they have many benefits (durable, shippable, reusable). Cost, size and weight are the disadvantages.