Best way to save multiple sensor for later processing?

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Hi,

I need to record all the data my robot collects from its sensors for later processing. ( LIDAR, Kinect, Stereo Cam, Thermal Cam, IMU, Odometry,...)
So the first option that came to my mind, was to save it in a bag file.
I didn't try it but I heard, that it could be a problem for the ROS bag to record data from that many sensors.
And I don't know any other packages that could help me in this case.

So if someone has experience with that or knows some other tools, please tell me. :)