I have a seat post system: Topeak QR Beam Rack EX Bicycle Rack with a Topeak MTX Trunk Bag EX Bicycle Trunk Bag. The Rack takes different sized bags. There is also a rain cover and a fender available for the system. My bag fits a pair of sneakers, and a bunch of extra clothing. You may need something wrinkle free.

I usually take the bag, but leave the rack on. But where I leave, theft hasn't been an issue (yet).