I also used a thin nylon zipper bag for costumes, keeping it on a hanger. That fit inside my "real" garment bag and I used the pockets for tights, soakers, etc. when traveling. You could also fold it in half, with a rolled sweater inside the crease, to fit inside a suitcase.
If you do get glitter on your regular clothes, a sticky-tape lint brush picks it off easily. Or, wrap some masking tape around your hand, sticky-side out, and dab at the glitter. This also works for picking up lame' shreds, loose threads and broken glass.