Need extra space to hold your loot? Check out this tip on how to hold 100 extra items. Thanks to FlimtotheFlam for this tip.
(Update: This tip works with both the Gold AH and RMAH, so now you can have up to 100 (!) extra slots to hold your items.)
In the auction house under the completed tab you can store items you bought or items that didn't win/cancel in a storage.
All you have to do is list an item you want to store in an auction. Price it very high and then immediately cancel it. You have 5 minutes to cancel it with no problems.
Then when you cancel it, the item will go to the storage area and you can leave it there until you want to send it to your stash.
And of course as you probably already know, the other way to get extra space is by creating mules.