I use a simple tote bag that I made myself. It usually rides in a cheapo basket hooked onto my handlebars. If I need the basket space for other things, I just ride with the bag on my shoulder. I've tried using a messenger bag, but didn't like it. Also, it didn't fit in my basket, so I ditched it. I know that racks and panniers can be very useful, but I don't want all that stuff on my bike. Both it and I are heavy enough as it is. My setup forces me to streamline.