The welder itself is usually the easy part; the real hazard riding along is the compressed gas cylinder. Shielding gas and acetylene tanks have to be disconnected, capped, and secured upright and separately, every time, no exceptions.
Pro tip: If you are hauling more than one cylinder, a two-wheel cylinder hand cart with a strap is worth borrowing; it is far safer than tipping and rolling a tank by hand.
Watch out: Never transport a compressed gas cylinder without its valve cap on. A sheared valve on a pressurized tank can send it through drywall like a missile.