A couple of observations:
FEDEX is pretty expensive. I've used them when combining a ski trip with a business trip where I didn't want to lug skis on the business part of the trip. I used the company FEDEX account and didn't feel guilty about it. I've also used FEDEX when I knew I was connecting on a puddle jumper. When those things go out full to a ski destination in bad weather, the combination of full fuel (you need enough fuel to divert to another airport), the people, and the baggage puts the plane over the weight & balance limit so ski bags tend to get stranded. If you're flying first thing in the morning and want to try to ski the same day, it saves huge time if you ship instead of checking bags so that can be worth it.
The TSA visually inspects all ski bags. For a number of years, I've had a TSA love note in my bag every time I've flown. If you use opaque plastic and duct tape, I suspect they will cut it off to inspect your baggage. I don't know what they'd do with clear bubble wrap and clear plastic tape. You're probably OK if they can see everything.
I've flown all over the world with soft ski bags. I've never had a damage problem. If you stop and think about what you do to your skis in the normal course of skiing, it's hard to imagine that a 250 pound Teamster could do all that much harm unless they drove over the bag. Skis are disposable. I don't see the point in worrying about it.
If you're truly paranoid, you'd go with a hard shell ski case but then you'd be ranting that the baggage handlers destroyed your case.