Buying things overseas may be half the fun, but lugging them home isn't. The favorable exchange rate for the dollar in recent years has made purchases in Europe easier on the wallet, but that has only compounded the problem of getting your goods to this country. The more you buy, the greater the odds you'll want to ship some things back.

If you buy books in London and don't want to carry them to Paris, if you're going from the Alps to the Riviera and don't need your warm clothes any longer, if you couldn't pass up that porcelain in Finland or crystal in Amsterdam, you'll probably want to unload en route.

Major international airlines generally limit passengers from Europe to two bags weighing no more than around 60 pounds each. Some discounters and charters allow less. But even if you don't exceed the weight limit, who wants to be burdened with heavy purchases for the remainder of the trip?

There are numerous options for shipping items home, ranging from standing in line at the post office yourself to having the package picked up, flown immediately, brokered through customs and delivered to your door. The method chosen depends on how quickly you want your purchases, their value and how much time and money you are willing to spend on having them transported.

"It's more expensive to ship by air than by surface, and so the question is how quickly you need the goods," says Steve Alterman of the Air Freight Association. "For example, if you go over and live in Europe for a year or a summer, and if there are personal effects you need quickly, you would probably want to ship by air. A ship would take four or five times as long."

Among the possible ways of transporting goods home:

*Department stores often are willing to ship your purchases for a charge that can vary from small to substantial, depending on the size of the items and how quickly you want them to arrive.

"If you want to send something back and you're not in a hurry for it, the shop will send it for you. If you go any place that deals with tourists, any department store, they all ship," says Bedford Pace of the British Tourist Authority.

Nora Brossard of the French Government Tourist Office says, "I wouldn't guarantee that every little Left Bank boutique in Paris will ship goods home, but the well-known stores -- and definitely the department stores -- will ship for you. And outside of Paris, any good store will ship things home."

If you have something shipped back and its value is over $50, you'll have pay duty on it. Before you leave the store, make certain of all the shipping details, including transportation costs, insurance and any other costs you'll be assuming.

*Air couriers. There are two principal methods of shipping goods by air: couriers and freight services. Air couriers, which specialize in lightweight items and paperwork, are the quickest and easiest option but are rarely used by individuals because of their prohibitive cost.

"Couriers are really for speed -- if you need the goods or documents within a matter of hours," says Larry Rodberg Jr., president of the Air Courier Conference of America. "Most couriers are used by commercial or business traffic, rather than the tourist trade. It's priced for a time-sensitive market, which the goods of most tourists really aren't."

Federal Express, one of the largest U.S. air couriers, ships commercial items to most European countries but doesn't accept personal effects. Even those couriers that will ship for individuals, such as DHL Airways, do most of their business with corporations. DHL's basic charge for a shipment from London to Washington is a $22.65 handling fee, plus $3.74 for each 1.1 pounds. For more information about DHL: (703) 684-8733.

Most major airlines have their own express cargo services, which function as courier services. Pan American's World-Pack Service, for instance, will ship overnight a pre-packed package of up to 70 pounds between any two Pan Am destinations. The cost, however, is nearly equivalent to flying yourself: From Paris to Washington, for example, the price is $95 for up to 22 pounds, $170 for 23 to 44 pounds and $240 for 45 to 70 pounds. Other major airlines have similar express services. Pan Am's World-Pack Service: (800) 221-4433.

*Air freight services, offered by cargo airlines and passenger carriers, are slower and cheaper than courier services. Unaccompanied baggage, the precursor of this method, has generally fallen by the wayside for security reasons.

"It's more cost-effective to ship by air than ocean if it's less than 200 kilos because of all the accessorial charges minimum bills of lading, pier charges, etc. , rather than the one consolidated rate for an air shipment," says Mike Reilly of Emery Worldwide, one of the largest international all-cargo shippers. The basic charge for 25 pounds from Paris to Washington is about $100; for 100 pounds, $200. For more information about Emery: (703) 836-5180.

Just as most airlines have an express service, most also make cargo shipments for individuals. Pan Am Cargo, for example, is the flip side of its World-Pack Service. Shipments, which must be pre-packed, can be picked up -- for a fee -- or taken to the airport. Minimum charge from Paris to Washington is $60, with a price per pound of $2.52 up to 440 pounds. From London, the minimum is the same, while the per-pound cost is $3.13 for the first 100 pounds, then declines. Pan Am Cargo: (800) 221-6236.

For more information on using air freight, call the Air Freight Association: (202) 293-1030.

*Brokers and forwarders. Shipping by air usually means you will have to pick up your goods at the airport and deal with U.S. Customs. For a fee, brokers will pick up your package for you, shepherd it through Customs and send it on to your home. While brokers take care of packages only after they've arrived in this country, the forwarders with whom they're often linked also will arrange for the broker and the actual transportation from Europe.

"Brokers work with forwarders," says Irwin Rosen of Hudson Shipping in New York, a leading broker that does its own forwarding. "Together they pick up the package, arrange for insurance, do the packing, handle Customs and will arrange for the actual transportation. Forwarders will do these functions for you, but they're going to charge you. If you want to save money, you'll make the extra time and effort yourself instead."

Two specialist forwarders are C.R. Fenton and Co. and Michael Davis (Shipping) Ltd., which concentrate on shipping art objects, antiques and other precious cargo from Britain to the United States. Generally, air freight is used for items such as paintings, porcelain and china, while sea shipment is used for bulk items, including furniture. (Smaller items are shipped airmail by the shops themselves.) Charges are based on cubic measurement and weight. The charges, which include packing, door-to-door transportation and all other costs except applicable U.S. Customs duties, range in the hundreds of dollars.

"If you find some really wonderful but not too expensive things, it might be a good idea to get a shipping quote," warns Katharine Buckley of C.R. Fenton. "Keep in mind a specialist forwarder's shipping charges for getting it home may exceed the cost of the item."

For more information on C.R. Fenton, call its U.S. representative, Fine Arts and Antiques Services, (212) 696-4148. For Michael Davis, call (212) 832-3661 or (800) 227-7212.

For more information on brokers and forwarders: The National Customs Brokers and Forwarders Association of America, (212) 432-0050.

*Steamship companies are generally used for shipping extensive personal effects -- a whole household's worth of furniture, for instance. You can approach these firms directly, but because of complicated export paperwork, they prefer that you use a broker or a moving company. The minimum time for such shipping from Europe to the United States is two to three weeks.

*Hotels -- particularly the large chains -- sometimes can be persuaded to arrange to send things home for guests. This is more a courtesy than a regular service, so cost is generally limited to the shipping charges themselves. In smaller, nonchain hotels, your success at this venture will depend on your ability to charm the concierge.

"It's not a major service that we advertise, but when people ask, we do it," says Persephone Logan, consumer affairs assistant for Hilton International. "However the client wants to get it home -- airmail, surface mail -- then it's done accordingly." Cost, she says, is usually just the shipping price.

Sheraton has a similar unofficial service. Most European Sheratons have concierges, "who would be happy to assist in shipping goods back. Cost varies according to what is shipped and whether it has to be wrapped," says Arlene Gilman, Hilton public relations administrator.

*Finally, of course, you can mail items yourself. This is the most time-consuming method, and it also requires some familiarity with the often-labyrinthine postal regulations of other countries, including limitations as to size and weight. And it requires faith in the country's postal system.

But for nonvaluable, nonperishable items, it's definitely the cheapest. A parcel lighter than a kilo (2.2 pounds) shipped surface mail from West Germany to the United States, for example, is about $1.40. Books are even cheaper. Mailing boxes are available at post offices, and the upper weight limit on packages is 20 kilos (44 pounds). According to the West German National Tourist Office, delivery time is "not generally longer than six weeks, and, if you get lucky, it's only two or three weeks." Rates and mailing times from France and Great Britain are roughly equivalent.

If you're mailing home items you took with you -- ski boots, say, if you're now heading for the beach -- mark them "American goods returned." On purchases made abroad and mailed home, there is a $50 exemption from duty per person per day.

Customs officers suggest marking on the outside of packages their content and retail value. If there is no indication as to contents, the package may be opened for inspection; marked packages may also be opened. On packages worth more than $50, Customs will put a sticker on the package telling the post office how much duty to collect. Finally, gifts mailed to friends should be marked "unsolicited gift -- value under $25." If the item is worth more than that, the friend will have to pay the duty.

For more information, write for the Customs booklet, "Know Before You Go": U.S. Customs Service, 1301 Constitution Ave. NW, Washington, D.C. 20229.