I've flown Delta on three trips this year and used a Burton wheelie gig bag. If it's a direct flight, I put my board with bindings still attached, outerwear, boots, and some fleece / hoodies. I use the fleece and hoodies for padding all around and have had good luck so far. No damage. I travel for work enough to have enough points that I get free checked bags, so not sure on costs. Consider getting a Delta Amex for one free checked bag if you don't have sky miles status. I think the annual card fee is waived your first year.
I pack my boots in my carry on luggage if there is a layover on my flight since I'd rather ride a day with my own boots if my checked baggage gets lost. My thinking is every stop and transfer increases the odds something will get screwed up, especially if you only have a 30 minute or less layover.
Also, 100% guarantee that TSA will search your snowboard bag. Every fucking time...on the way out and on the way home.