Continental is wonderful when it comes to accommodating families. When you go to check in your baggage, remind them that you have a lap child. More often then not, they will make sure that, if there is an empty seat on the plane, it will be next to you. Be sure you are in a row approved for lap children as not all of the rows have an extra infant oxygen mask that will drop down in an emergency. They will also let you know if it's a possibility to put the car seat on the plane or if you are going to waste your time lugging it through the airport only to have to gate check it anyway because there is no extra seat. Be sure your car seat is approved for air travel (it should say on the side), otherwise you will still have to hold him for take off and landing even if the seat is belted in.
If you do end up checking it, they have bags behind the counter that they put the car seats in and then tag the bag. If offers protection from the elements but still lets you identify your seat at baggage claim. They do not count this as a bag either.
Also, just an FYI, if you have a stroller going through security, they will let you go through the first class/handicapped line. Most of the time these lines are shorter and have less winding back and forth.
Finally, if you are renting a car, they do 'rent' car seats right from the car rental. They will have it buckled in when you pick up your car and they are good car seats. They offer the infant bucket seats or the bigger toddler seats. Not too sure about the booster seats yet as we are not to that stage. Just ask when you make your reservation, see if they are running specials, and always look for coupons!
Sorry a little more information then you probably wanted but if you have any questions, feel free to ask!