BYO. The rental will always be a little different than your bike. If you're going to ride any distance, your own saddle will make the bike feel at least a little bit more like your own. Likewise, having your own pedal and cleat system gives you immediately more confidence on starts and stops. As for the helmet....cooties :-)

Some groups I've travelled with just require you bring all three. The problem is they can take up room in your bags. I've seen people hook their helmets onto the outside of their carry-on bag. The overhead bin on planes to Mallorca these days are full of helmets.

Lately we've started taking an extra knapsack to hold the bike gear. When we get to the starting point, we unpack the bag, set up the bikes, put our return clothes and read books into the knapsack and store the knapsack at the start hotel. This lightens the luggage for the trip. Then we just pick it up when we're done.

Where are you going?