It's simply a matter of personal choice.
I've always used a rucksack simply because it's the easiest thing to carry across the underground.
A suitcase with wheels is preferred by some, but do bear in mind that you should be taking the minimum of items when you join, as outlined in the kit-list from the AFCO.
All bulky stuff- coat-hangers, washing powder etc., you're better off buying in Raleigh. rather than lugging it all the way there.The only thing I'd say buy at home is a steam iron as it's bound to be cheaper than at Raleigh.