I have used all the following options depending on the circumstance. All have worked well.

1) I have a small wheelie that fits perfectly inside a larger one. The larger one is still small enough to be carried on. I pack the smaller one for the outbound and then fill the larger one as I acquire things on the trip. For the return, I end up checking one of the bags.

2) Send home dirty clothes and use your suitcase for new purchases. I use this in countries, such as Norway, where I trust the post.

3) Buy a box, pack it with dirty clothes and check it. While I've never lost a bag, I would be more disappointed to lose a box with new purchases than one with older things.

4) Buy space in a shipping container.