I've had experience twice now via air on Delta, and all worked out fine. The first time, I traveled to the location to pick up my 2 rescues. I checked them at the same time I checked luggage. They flew in the cargo hold, and I'm sure it was a bit stressful for them, but driving long distance in surroundings not familiar would be even more stressful I think. I watched them get loaded and the whole bit. The flight was only a couple of hours and before I knew it, we were home and they were running around in the backyard. So, it was a great experience.
The second time, I sent a Basenji to Minnesota using Delta Cargo, and it was a great experience as well. They checked the dog in, and held it in temperature controlled area, then took in a temperature controlled truck to the plane…where it was only open to the elements for a few quick minutes. I don't mind telling you that I was a bit nervous on his one, because I found out after an hour or so that they had to switch the crate to a different plane (as the other flight was really delayed). So, the dog to their destination a little later but still in good shape and the new owners found the dog in great condition, and again, got it home and she was running around the backyard in no time.
I honestly cannot remember the costs, but Delta Cargo was reasonable. It all depended on size of crate/dog.
Best of luck! I do think air is easier and quicker for the dog, and you'll get to see your B much sooner. I do think any travel without it's owner is stressful, so I don't think you can avoid that, but the idea is to minimize.