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I like riding to somewhere with a purpose rather than always doing loops for the sake of it.
Yeah, it's always nice to have a "mission". On my stupid long out and back training rides I'd picked a pub to stop at and refill my bottles, grab a half and a coke and some crisps. It was nice to have a physical target to aim for and each week it was different so helped my flagging motivation for long A road TT sessions.
If it was me I'd definitely ride to sites as I like riding to somewhere with a purpose rather than always doing loops for the sake of it.
You could get a tailfin to carry your gear.
Or get a cheap second hand bike that will take a rack so you don't have to worry so much about security on site if that's an issue. Sometimes it's nice to ride a different bike for a change, and you really appreciate your best one after riding something a bit less slick.