Travel Versus Portable
Travel chess sets can and should be distinguished from portable chess sets. A portable chess set is ideal for players who require the ability to carry a set with them on trips to tournaments or other such events where the board, while in use, will be stationary as usual. It will not necessarily be ideal for play while en route. A travel set is designed with the demands of playing while traveling in mind.
Magnetized Sets
The traditional option for the travel set is a magnetized board. These special boards have magnets under the playing surface and in the base of the pieces. This way, all of the pieces require intentional force to move from one square to the next and can't be rattled out of place by the normal movement and vibrations associated with traveling.
Quality Differences
Magnetized sets range from sets with quality wood construction to sets with plastic pieces and a "roll-up" board. As the quality of the set improves, so will the price, but so will the likelihood that it will be in your possession on many trips in the future. Also keep in mind that some sets allow you to pack up before finishing a game while keeping the pieces in place so you can return to it later. Other sets do not permit this. You can allow your passion for the game, and the situations in which you'll be using your set, to determine which one you buy for yourself.
Chess Computers
A high tech option available now is the portable Chess computer. This allows two players to compete against each other on a single portable electronic device, or it allows a single person to compete against a chess program with varying levels of difficulty. This is perhaps the most travel-friendly option of all as there is zero risk of dropping or losing pieces (not even magnetized pieces can boast that), but it may take away from the excitement of sitting across an actual board from somebody and moving the pieces with your own hands.