I always use the postal service to ship items home while still on my trip. Mostly it is the collectibles I have picked up as well some dirty clothes.
Depending on where you live, it can become very expensive.
Princess has a luggage valet system, as, I am sure, many other lines.
Right now my soon-to-be checked piece of luggage is weighing 42.2 lbs. and I'm not done packing! Yikes!
Sweet Sailing! and Flying!