Yep gems and jewlery are good methods of carrying large sums ... of course i usually have a 5% conversion fee.
Like Crothian I have the LN relgions running a bank system with letters of credit. You carry around a letter of credit which states how much you have ... sort of like a cheque book. You exchange your letter of credit for goods, money, or other letters of credit. The reason I use LN religions is that they stick to a contract being LN ... and they are heavily protected items (magical stuff on them as well).
A Hewards Handy Haversack is also one of the best items to carry money in.
"That will be 10 gold thanks"
(Think that you want 10 gold from the pack)
"Here you go"