It depends on how far away you live! I live long distance [a plane ride or two away], so when I moved to school, we:
1. Bought several items online and had them shipped to the school [bedding, lamp, rug...things I didn't already have for a dorm room].
2. Packed a large box full of winter clothes, toiletries, etc. and sent it to school.
3. As I went to move in with my mom, she packed light and we brought two large suitcases. I shoved a lot of my things in her suitcase.