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.