Hi, we brought our stroller and it was great. As everyone said, you bring it right to the gate, and you get it right when you get off! We bought a cover (for the rain), and we were glad we did, because for 1, baby didn't get wet, and for 2, stroller (and contents underneath) didn't get wet!
We are going again this year though, and we were thinking about just bringing the umbrella stroller this year to and from the gate, and rent one there (a double stroller for my 6-year old and my 2-year old), cuz' she gets tired, and I don't feel like hearing her whine! ha!
Either way is fine! I Never worried about someone stealing the stroller, but I know those things happen unfortunately.... We also brought a big sheet from home to cover the stroller when we were doing something - (that was our cover)!!! Then you didn't know what was inside, kept the sun from beating down, etc..., and we knew which one was ours...
It will be great...have fun!