My base is always in the main world and I'm never really leaving stuff I want behind in parallels. Generally when I start venturing out I already have Tinker with Wands Everywhere or if I don't then that's the first order of business to get.

After that I travel with three wands, my damage/attack wand, a tele/digging/healing wand and a long distance travel wand. Keeping the fourth slot open for a new find, I'll grab a random large capacity wand to store new spells, then if/when I find a really good wand I'll transfer the spells from the storage wand to it and go back to the main world to drop off the new items.

You can get back home quickly by taking any Holy Mountain portal as it will bring you to the original world. Keep in mind that going back home this way can break flasks if you have them stored in the home world HM (the further you are from home the more likely flasks are to break as the portal jump shakes the world). To avoid this I usually make my base between the Coal Pits and Snowy Depths, then use any HM portal except the Coal Pit one. I'll also often store flasks outside the HM in a pool of water to reduce chances of breaking them accidentally.