Even if you're not into film sets, sometimes great opportunities can come from them--- and don't forget about commercials or TV series (even news stations). You can meet many potential clients and also network with people in order to build more work opportunities. If you're major dream is to work on big Hollywood movies you'll have to become a union member (i.e IATSE) and sometimes that can take years.
Some set work does require special effects makeup (or "out-of-kit" makeup as its called). If you're packing for special fx stuff, especially if you're bringing prosthetics etc. you may need to have a larger kit to bring, or additional bag.
I try to keep my "kit" down to one small duffle bag in size. Very rarely do I actually bring my heavy-duty train case, most of that comes from my personal experience of traipsing around with what felt like 1000 lbs for 15 hours...
Anyway, my point is you want to be prepared without bringing the whole kitchen sink with you. Functionality is major important because you never know what can happen. It better to be able to carry your makeup kit anywhere (you might have to travel on some mucky grass and you don't want to roll your train case through that), than having something unexpected come up and be scrambling. With film stuff I would say this is more likely when on location (i.e outdoors or not in studio), though its always good to plan ahead no matter what set you're on :)
|This set bag is awesome--|
it's got a built-in kleenex pocket
which is PERFECT for set or
travel! Highly recommended.