Sometimes I nest a carry-on size suitcase inside a slightly larger one that I check. On return I have two, one to check and one to carry on.

Quick story (its related, just hold on): Venice, Summer 2010. Disembarked from a cruise ship and taxied to the airport (beating the cruise line buses by more than an hour). In front of us at Medallion check-in was a family of five with three extremely large and overweight bags, something like 35 kg each ("Excuse me sir, to check that bag will cost €100 more"). They eventually gave up. We checked in, bypassed 3,000 cruisers (multiple ships that day) through FF security (three in line in front of us), had time for a nice lunch at a café upstairs. At the gate, here comes the aforementioned family. I asked, and they said they bought two cheap bags at the airport store, distributed the load, and checked in with no weight penalty. I didn't ask how they managed to bring all that with them outbound, but maybe they were hauling antiquities back home?