I usually tell security what's in the bag, before my bagpipes go through the xray.
I did that in Atlanta once, to which the highly qualified TSA genius (with a perfectly straight face) replied "What's a bagpipe?" I got everything but the cavity search.

Apparently on x-ray my McCallums bear an uncanny resemblance to an AK47 with two banana clips and a couple of grenades. Apparently the illusion is complete after they've opened the case and rummaged around. Last time I flew, a rude, overtly hostile and deeply suspicious screener seized my suntan lotion as a possible threat to national security; he had seized the hat of a gentleman a few places ahead of me in line (I am not making this up!). I however was philosophical about it; he could have the suntan lotion (I feel so much safer without that Coppertone!); at least he didn't find all of the Cubans I'd stashed in my bag.