i have a huge duffel bag with wheels, it has pockets for my calculators and water bottle and stuff, plus i can just throw it in the back of my truck when the test is done. key word: throw
Any time this comes up I always suggest a couple milk crates and a folding luggage cart. When you get to the exam you can stack the crates on top of each other and you basically have a little portable bookshelf. The books I used the most went on top and the ones that I brought "just in case" went on the bottom. This was especially nice when I took the exam because our tables weren't overly large so being able to grab books quickly and put them away in a fast but organized manner was very helpful. Another nice thing is that when you're done they are already packed for storing.
I used a handtruck with 5 milkcrates. This worked great, since I brought a huge amount of reference materials. I used books some that I never thought that I would need. You can also put the milkcrates on the floor and use them as a low table.
I also used three stackable boxes with a foldable dolly. Made it easy to get everything in and then I used it as bookshelves next to me. The people who had duffel bags and suitcases had these jumbles to search through for books. Being able to easily see everything and keep it sorted is wonderful in the exam.