For city riding I used to use a bike with a basket, whatever bag I was carrying went in the basket and was easy to pickup and take with me when parking. Messenger bags are a great invention.
I have waxed cotton canvas panniers on my current city bike, they are "locked" on with a piece of stainless steel cable that has crimps on it, have to cut the cable to remove them, I also used several zip ties. I would not leave that bike parked outside where I cannot keep an eye on it for very long. I believe there are a couple of companies that make a convertible bag that can be used as a pannier or a backpack, possibly Ortlieb.
Aaron
