Has anyone had any trouble taking a regulator set-up in carry-on baggage? I want to take it in carry-on in case my bags are lost/delayed but I can just imagine what one looks like under x-ray. Hoses and a computer all attached to a metal cylinder.  :o
Just traveled to Cozumel and back w/ Reg, Octo & Comp as carry-on. Didn't have any issues going there or coming back.
I've flown through SJU, MSP, ATL, ORD, and JFK with regs in my carry-on. The only thing I ran into was a bag-check at JFK ("Oh, so you're a diver? You don't have any of those diving knives in here, do you?"), and a quick question at MSP ("Is someone here a scuba diver?").
Most of the time, however, they just let you go.
I travel with Camera, Enclosure, batteries, regulator, dive computer, mask, small light and a bunch of other stuff in a carry-on every time. All through US and Carribean airports. This has only been a problem once. Returning from Cozumel I goofed and said I had two checked bags when I only intended one. She hand searched the carry-on Pelican case and then refused to hand it back to me right away. Finally at the ticket counter she gave it back to me. Of course at the X-Ray they didn't even stop to ask me anything. That one was my fault.
I think you're wise to carry on your regs, dive computer, etc. Cuts down weight in your other bag(s) and these are some of the more expensive things you can keep direct control of and not have to rent if your checked luggage doesn't make it. Less of a worry on a charter non-stop to Mexico. More of a concern making 2 or 3 (or more) hop flights to the more remote places.
Just make sure you're carry-on isn't over the carry-on size. Then you're fair game to have it stowed elsewhere and you're going to lose control of it for awhile. This happened to a friend on a trip someplace more remote, I believe his bag was a valid carry-on size however for some reason it didn't fit on the smaller airplane. They threw it in with the other uncontrolled stuff and he had to keep a very watchful eye as we made another stop first and they held us on the plane.