I'm a renter - never actually shipped a bike when flying somewhere. The cost of the actual shipping part usually isn't the issue - more the hassle of disassembly/reassembly and my feeling that airline shipping is much more likely to muck something up than a bike rental place.
I've rented road bikes in Sweden and Germany, a hybrid bike in Glacier National Park to climb Going to the Sun Road up to Logan's pass, and just did the Seattle to Portland 2 day ride on a rental road bike. For that one, renting the road bike didn't cost me much more than the two way shipping would have and was much cheaper than if I had bike shops do any of the 2 disassembly/reassembly steps. But that is a special deal Pedal Anywhere has for the STP.
For the STP I brought my own seat with me and adjusted the seat position to be just about identical to my home bike - worked great. I would rather be riding my own bike on doing 200 miles over 2 days, but that kept my rear end happy.
It is a personal trade off of cost, hassle and how you feel about riding on random bikes. I've actually never had anything go wrong renting bikes (other than e forgetting to remove my GPS mount before returning the rental bike...) and I feel like that would not have been the case if I had shipped bikes back and forth over all those trips.