Look into the cost of a Movecube. They have three sizes The smallest one will usually work out cheaper than shipping three or four individual boxes, and you'll fit a lot more in. It might even be worth going for a medium one, especially if you have children.
I agree it's probably not worth bringing big furniture unless it's stuff you chose carefully and you're attached to. However, I found it was the small stuff that really, really mounted up. We don't generally buy pots, pans, cutlery, crockery, kitchen utensils, tupperware, sheets, duvets, pillows, towels, tools, sewing stuff, all at once, so we don't realise how much it's all worth. The other issue was that it takes a heck of a long time to traipse round the shops buying all that small stuff!