Which of my items should I take on missions?
I find a lot of junk that I want to sell to make money. Some things I can take with me when I explore, but my carrying capacity is limited. Should I only take what I need from an area, with the hope that later I can return to that place and pick things up to sell?
The biggest problem for me is that its hard to know what people will buy and if I don't have at least a sample I won't know how good the buyer is.
What I like to do is when you get the first house, the storage is (seeminly) infinite in the chests, so I have chests categorized by item type (useless, smithing/chanting, alchemy, etc) and when my carry is getting too high, I empty my stocks into their respective places, and every once in a while I sell, smith, enchant, etc. to get rid of all the stuff I don't use.
On any outings, I carry weapons, armor, arrows (they require no weight) along with proper potions (I don't need to have a potion to improve smithing while dungeoneering).
While looting I typically pickup anything with a decent value (at least 100+) and then I just drop generic weapons (I don't need to sell 50 Ancient Nordic swords). I tend to keep any profession material + weapons with enchants + high value items.
I'm more of a warrior spec so even with heavy armor + shield + a spare weapon for the occasional DW and a proper bow (though, I just moved on to Bound Bow) and I have usually around 200 extra carry weight to use for whatever I pickup.
It all comes back to play style in the end but generally assume most things have some value but keep in mind the things you can drop for other, more worthwhile items.
There is a perk once you get high enough speech craft that will allow you to sell anything to anyone no matter what kind of store it is and a separate perk to allow you to sell stolen items as well.
Here are a few tips for you:
Get a safe storage place. Keep all the junk that you won't need for sure and are sure you are going to sell inside the storage, and come back from time to time to get sell off some of said junk. To do that you need to get a house, or join a guild/organization.
Keep some spare room. I always make sure to keep about 30%-50% of my carry capacity available in order to have the ability to collect all the junk that I want along the way.
Increase your carry capacity. If you see that you do not have enough room on you simply allow yourself to carry more. To do that you need to increase your Stamina when you get new levels.
Get the "Merchant" perk. I would say it's the most useful perk I ever got, it allows you to sell any kind of item to any kind of trader. You won't have to worry about who accepts what items any more.
Get the "Extra Pockets" perk. It increases your carrying capacity by 100. (Thanks to Crag for the suggestion)