OK, I admit it, this is one of my hobbyhorses. Most of the links presented below are from my website. But it's a fun novelty aspect of amateur radio, not only for yourself but the people you work. And the construction of antennas light enough to carry for long periods makes you even more aware of the trade-offs between efficiency and weight.
A pedestrian mobile magnetic loop can occasionally give 10 000 km plus contacts. However up to 3000 km is much more common, especially at the current phase of the solar cycle. While I've tried coaxial cable and even mains flex for the radiating element, aluminium strip seems to provide the best trade-off between lightness and efficiency.
A bit like having different camera lenses for different jobs, I suggest having at least two loops. a larger loop is best for the 40 - 10 metre range. While a smaller loop is more convenient if you just want 10 and 6 metres. Descriptions of these and other loops are in the links below:
Alexloop portable loops Loops to buy if you don't wish to build your own
Portable HF transmitting loop antenna A 14 - 30 MHz collapsible PVC pipe loop by N5IZU
Portable HF magnetic loops Presentation Notes by WD6DBM (PDF)
Ultralight ped mobile mag loop for 40 - 10 metres When you want the very lightest
A better ped mobile mag loop for 40 - 10 metres A little heavier but a lot better
SummerLoop mag loop for 15 - 6 metres Just the thing for the summer sporadic E
Low cost magnetic loop for 10 - 12 metres YouTube video by RadioHamGuy
PS: Magnetic loops (and many other antennas) are covered in Hand-carried QRP Antennas. Available in electronic and paperback form (some countries) this well-reviewed book is a popular read amongst hams who go portable and pedestrian mobile.