How often do airlines lose luggage?

The reason I ask is because im going to mexico for a week. Im going to a beach resort and I do have a lot of things to bring. I need obvious things like swimsuits, sandals, sneakers, straightner, cloths, toiltries, and then some semi-formal cloths for the restraunts there that require that dress code. Along with other miscallanous things I have a bag fully packed. I don't consider myself to be an over packer but with all the activities and different outfit requirements I can't see leaving anything behind. Yet everyone I talk to tells me that since I'm stopping so many times on my way there(hartford to charolette, to mexico city, to cancun) that they will most defentially lose my luggage. I have never flown before so I dont want to get to my destination and not have my luggage. They also say to pack it all on carryon luggage but I can't do that either(I have several items that cannot be carried on) So in reality what are the chances of my luggage being lost do you think?