捎带 has two flavors: (1) 'to bring something for someone else when you're already going somewhere' — the key social use; (2) adverbially, 'in passing / while you're at it.' The shorter form
捎 alone is also extremely common:
给我捎个东西 (bring me something). Distinguish from
顺便 (shùnbiàn, conveniently in passing), which doesn't imply carrying objects.