Many of the inconvenient aspects of using individual effect pedals are solved easily with the use of a pedal board, on which effect pedals are usually mounted on foam or Velcro – neatly holding everything in place and making them easy to transport.
As an added bonus, your pedals will be protected and always linked correctly. Some pedal boards even have a built-in power supply that will feed many pedals at once, eliminating the need for multiple battery changes.