I didnt think the naked on the run was too big, just whatever your intended purpose is? Its similar in size to the bare minerals ready to go, i have the bare minerals one and i just throw it in my gym bag, and i keep it at work and on travel. I wouldnt take it for touchups goingout, too bulky, and it would probably get damaged rolling around in my big canvas bag.
The thing i didnt like about the naked on the run is there are no color variations, and the case doesnt allow you to add brushes or pencils unless they fit into one of the existing occupied slots (mascara, lippie, eye pencil).
ETA i saw the naked on the run at sephora inside jcp and originally intended to purchase when i double dipped but decided against it because i didnt love all the colors. I found other things though