I always travel with hand-luggage only, even for trips of up to three weeks. I just can't be bothered with the carousel wait, and it's a good thing to try to avoid it especially if you've got another flight. I just put in a few changes of the necessary clothes. Toiletries can be bought at the destination and then just abandoned before the return trip. Keep things simple!
Disguise it all with a school backpack type-of-thing that has lots of auxiliary pockets. Lends an "everyday" air to your cargo that says "This isn't my most precious stuff, so why would you even think about messing with it?".
