If you pay Disney to ship it for you, they will replace it if it breaks.
That said, I'm a cheapskate so I do it myself. They do an awesome job of wrapping it and I haven't lost one yet. I just make sure it's deep within my suitcase when I pack.
You could also try putting it in your carry-on so you have more control, but I usually have enough other stuff so I put it in my checked bag.