I'm a Mr. Suitcase type. I bring stuff for the whole group to use, so I rarely travel light.
To help me out, I went to a cheap luggage store (on Harry Hines, for those of you in D/FW) and picked up a full-sized piece of rolling luggage for under $50. It carries 4 full-sized Chessex minis boxes, 1 small Chessex minis box, a shoebox of oversized minis, 2 PHBs, all of the softcover class books (its a 3.0 campaign), several sets of dice, pencils, erasers, and calculators.
I carry the 5'x10' battlemat in a portfolio tube.