I just use a large duffel style bag from the general luggage department at Target (or Wal-Mart or ...). I'm with you that I like it large enough to hold everything (except pants, shirts, jackets - those are in separate hanging garmet bags).
Mine has wheels and was not expensive. It only has one outside pocket, where I keep the small stuff; my next one will have more pockets.
The ones marketed to umpires always appeared overpriced to me.
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Tom
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