Do you have more than one bmx bike? Although you probably don't have any eyelets designed for attaching a rack there are options to attach racks to the hub axle, seatpost, and/or seat stays. One of the bikes I use for touring and grocery shopping is my folding bike with 20" wheels using a standard Blackburn rear rack and full size panniers. But I could see how a rack on your bike would interfere with some typical bmx maneuvers so this would be more feasible if you had multiple bikes and could designate one of them for utility-type trips.