I tried the grocery bag and duct tape but since I carry my bike on the top of my car at speeds up to 70 miles per hour it is shredded by the time I get to my ride. Lugging a role of duct tape and a stock of grocery bags is more hassle than I want. My Sella Italia saddle deserves better than a garbage bag.
Grocery bags usually have handles ... you don't need duct tape.