Depending on how nice your road bike is you may want to get a good bag. I used to use a Seagull messenger bag (black bag, large), which was very comfortable. The only bad thing was back sweat in the summer.

If you have a nice road bike, I wouldn't lock it up around town much. I take my old Bianchi Bianchi (road bike) everywhere. As long as I'm not getting many large items, I usually take it to the grocery store. My commute use to be about 4 miles.