When you're going out, you want to keep your child occupied, but you also don't want to lug around a bunch of heavy and odd-shaped toys. A good alternative is to custom-make this "portable activity kit" that is colourful, lightweight and compact.
Buy some B5 paper holder pouches of different colours (the kind with a zipper), and punch them with holes for a big binder. The mama.papa.bubba blog linked below has step-by-step instructions and a bunch of ideas on what activities and games you can put in those pouches, but you should add anything that your kid will enjoy.
The idea is to have activities and games that can be kept flat, so the binder doesn't bulk up too much. The convenience of this activity kit is that it's easy to take out one game at a time, and put it back before taking out another one. Plus, it's always packed and ready to go!