My girlfriend uses Wald baskets and just sets any bags she needs in those. They work super well and collapse, but you can't remove and attach them to the rack easily. They're also fairly cheap. I use an Arkel Bug. It looks good, only weighs as much as one bag (instead of bag + basket), and goes on and off of the rack easily. It's also a good backpack which is water-resistant (waterproof with a raincover). It's pretty expensive, but I think that it's worth it for something that has such a high build quality. YMMV. I used to put a backpack or mess bag into an Axiom waterproof pannier. It worked, but it was frustrating to get the bag in and out and generally just a poor solution.