I'm pretty sure the posters didn't just drive there strollers up to the gate and expect them to automatically appear at their destination. But I used to know a flight attendent and he said a lot of people actually did just drive up the jetway with their strollers and left them parked there, without actually going thru the gate check process.
It is important to actually go thru the process to make sure your stroller actually gets to the same city as you do. We travel with a wheelchair, which is the same process as gate checking a stroller, so I've had a lot of experience with gate checking.
Ask about gate checking when you first check in for your flight. Sometimes, they will give you a gate check tag then; sometimes they will tell you to ask at the gate. The gate check tag is usually a bright color and the city code on it identifies where you are going (the same as your luggage). The bright color alerts to baggage handlers that it has some special instructions - which may be just picking it up at the gate and/or delivering it to the gate on the city marked on the tag.
Talk to the gate agent before boarding begins and watch to make sure the tag is marked correctly. Sometimes, the only thing that needs to be filled in is is the correct city code (like if you are on a non-stop, direct flight). Sometimes, you have other choices (like delivery to the gate or to baggage claim). If you have a connecting flight, you will usually have a choice of getting it back at the gate at your connecting city or at your final destination. If you have a tight connection, you might not want to get it back until your final destination.
As others posted, it's important to remove anything that might get caught, fold it and secure it before you leave it. Things that get caught and torn off are one way strollers ore wheelchairs get damaged. If you don't fold it, the baggage handlers (who may or may not know how your stroller folds) will attempt to fold it, and that's another way that damage might occur.
Your stroller could still get damaged even though the gate checked items are put in last, but it is less likely than if you just sent it thru the regualr luggage. Wheelchairs in general are much more sturdy than strollers and still sometimes get damaged. In 16 years of travel with a wheelchair, we've had one instance of damage - an antitipper (a small bar that sticks out from the back of the wheelchair to prevent it from tipping over backwards) got bent.
Once the plane lands, they do unload the gate checked items first, but if you are the first ones off, the items won't be at the gate yet. A lot of times my DD's wheelchair is not brought to the gate until at least half of the people have gotten off of the plane. And, don't forget to pick up your stroller. We are often the very last people off the plane, but on most flights, there is at least one stroller still sitting at the door waiting to be picked up when we get off. Whether the people forgot they had gate checked it or didn't know it would be delivered to that gate, I don't know. But, I've seen enough stollers sitting at the gate to know that they are forgotten.
)but no one told us about gate checking or anyhting...so we strolled through the airport with our DD then 3 in her stroller ( i believe we have had intention of bringing it on the plane with us- REMEMBER i said we were clueless!) we had a connecting flight, from Milwaukee to St Louis , st louis to Ft lauderdale. 
