I always felt that yarn cakes are delicate things that would get tangled and dirty if handled too much (this might just be a me thing, not reality). Then I read about this trick where you protect yarn cakes by using the toe/foot of a pair of new nylons. I picked a nice pair of black ones (think more thick tights not sheer nylons).
It is a nice snug fit that keeps everything in place and can be handled, tossed in a bag, carried around, etc without much worry. I put in a brand spanking new cake and started knitting.
It did knot once or twice (which was way less frequently than I had expected), but the knots were pretty easy to resolve.
I will definitely be doing this more often!