I did a bit of research before my last trip and was told that the more aged cheese was the better it would keep.  So I found a 6 month old cheddar in a wax wheel, it kept very well.  I also brought the 'baby bells' they ave in the stores now.  The small cheese wheels in wax will keep well if kept out of the sun.  
Velveeta, used to go along on my trips but now I am a real cheese fan.