Travel chess sets are meant to be used at all sorts of places, and thus they are usually designed with portability in mind. There are a few types of travel chess sets that you can consider buying.
The first kind is a foldable box set with the chess pieces kept in the box. The box also doubles as the chess board when it is opened. If you intend to play while on the move, you might also want to get a set that is magnetic.
The second kind is an electronic travel chess set that you can carry in your pocket! The obvious advantage is that you can start playing a game with the computer without any human opponent. If you intend to use it for analysis or two player games, make sure you get a set that supports this function.
The third kind of travel chess sets are those tournament chess kits. Such a set comes with a bag that contains the chess pieces and a vinyl rollup board. Once you arrived at your destination, you can whip out the set and start playing some serious games!