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Flying out of DAL shouldn't be a problem, but choose your words carefully in other airports you don't know.

I made the mistake of saying, "I have a gun in my luggage" in portland, and nearly got some police attention. (That's another story!)

The following is based on my experiences only:

I've found the best thing to say is, "I need to fill out your firearms declaration form"
If you are asked questions, use the term "firearm" not "gun, rifle, or weapon" no matter what term the other person uses. I've found that the term "firearm" has the least emotional connotation, even with pretty big anti's.

It seems that the procedure changes constantly whenever I do this. Just roll with it.