- When you level up, if you select stamina, you will increase your
   carry weight by 5 pounds.
 - Also for 3 perk points, you can get the Extra Pockets perk in the
   Pickpocket tree which increases your carrying capacity by 100. This
   perk does require 50 skill in Pickpocket.
 - The Light Armor and Heavy armor trees have perks that let your armor
   become weightless.  
   - Weightless Heavy Armor costs 4 perks, and needs    70 skill.
   - Weightless Light Armor costs 3 perks, and 50 skill.
 - There are pieces of armor with the 'Fortify Carry Weight' enchantment
 - Finally, if you can find it, the [Steed Stone][1] will also increase how
   much you can carry.


  [1]: http://www.uesp.net/wiki/Skyrim:Standing_Stones