Been flying to conventions for 10 years using this style foot locker:
Sterilite Footlocker, Black - Walmart.com
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Small enough, so I have never been charged any kind of overage fees and they tend to fit nice into Ubers to the hotel. We put small TSA friendly locks on the front of the bin, but they will accommodate a luggage strap down the middle and through the handle on a flight if you want extra security for your items. Larger tubs may fit everything at once, but overage fees can be a pain in the butt.
Inside the bins I keep things separate in pillow cases (with bubble wrap as well if fragile) and always place a letter on the very top explaining what is contained inside (e.g.: declare guns are props). Helmets (minus electronics) come with me as a carry on in a duffle padded with clothing or bubble wrap. I have found packing things really neat inside lends TSA to conduct less thorough inspections (aka less likely to mess and break your stuff).
Using uniform colored bins with large and clearly marked labels on the top has so far ensured the bins making it all together - I've never had one lost.