Despite of bringing all your excess into the same flight and enjoy high charges by the airlines and taxes, actually you can find a company that can handle the excess baggage to your home.
Usually this kind of company situated near the airport and you can find at the information counter. The Excess Baggage company can handle your excess from baggage shipping starting from collection and freighting to customs clearance and delivery. If you think that air freight is costly, they have sea option too.
They got door to door service to worldwide destination same like the courier service. So you just can leave the excess and go back home with just your hand carry things.
There are companies that provide inbound shipment too. Means they can provide transportation anywhere in Malaysia / your country when arrival. Usually these kind of company offer insurance protection too.
You can check here for example of an excess baggage company.