If I'm going somewhere I know I'll be shopping, I usually will check a nearly empty suitcase.

In addition, I keep a foldup duffle like the LeSportSac mentioned above, in my bag, whethere carry on or if I'm checking.

In the worst case, I get a box and mail stuff home and/or check it.

I've also had stores mail my purchases home.

In other words, I'm almost always shopping and now am prepared for every eventuality