According to most Airline websites all lithium batteries and that includes eGo style MUST be in carry on luggage, loose batteries must be isolated, either by being in plastic battery boxes or having their terminals taped over with insulating tape. This is because if they do accidently catch fire then the onboard crew can use a fire extinguisher to put them out and therefore why Lithium batteries are not allowed in the hold and also why firms like FT have problems shipping batteries by air.
eLiquids, chargers and empty mods/tubes can go in checked luggage, but make sure liquids are in sealable plastic bags in case they leak, also don't fill clearos/tanks right up, leave some air as the change in air pressure can make them leak.