ATTQOTD: I (almost) never use bag check... I'm always afraid I'll lose my stuff.
I did use it once but only because in addition to the free bag check where you just gave them plastic bags, there was a company called The Mobile Locker Company offering locker rentals. It's basically a box truck with little lockers lining 3 sides. I rented one of the small lockers and then I didn't have to worry about them losing my stuff. Except that the regular bag check line and the locker truck line were in the same line (had to wait in line to get your locker key to go into the truck), and they were running WAY behind. I only made it out of the line before the race started because someone finally started coming through and asking if anyone had already rented a locker because they were all sold out. They should have had a separate locker line so that all the people who had pre-rented lockers didn't have to wait so long! The line was still at least 50 people long when I skipped ahead, put my stuff in, and sprinted for the porta-potty about 5 minutes before the race started. The race starts with a cannon fire (Old Port in Portland Maine) and I missed it because I was in the porta-potty. Well, I mean, I guess I heard it in there... but it didn't feel very festive!

Thankfully I was in the second wave that started 3 minutes later, so I was able to exit and start the race with my wave. I think people had to have still been in the bag line!