The best way I've found is a box trailer, with locks on the doors. Everything stays dry, it's locked up, you can even use it for lodging if the weather turns or you're caught in a pinch.

A truck with a good cap on it is good as well. Especially if you don't need as much room as a trailer offers.

You have to be able to get your stuff to wherever you're going. So that's a factor.

-Jake