I've had this issue. The first real live convention I went to I found lots of stuff I wanted. The only thing that stopped me from buying it all was the realization that I would hardly be able to carry it. Sure there were some vendors selling the ubiquitous "bag of holding" bags but those weren't going to cut it. This was a truly massive pile of swag I was collecting, between the free stuff and the stuff I bought. I came prepared the next year. My own bag of holding and a hotel room close enough to make trips back during the day to avoid having to truck around the pile everywhere.