I have an assortment of bags-
messenger bag, backpack(s)*,
a sling, and grocery panniers- and I use whatever based upon the job at hand. Though if pressed, I'd say the sling is my favorite (despite the small capacity) due to all of the reflective material.
*I currently have 2 that I claim as mine, an
Ogio and a
Dakine, but the Dakine is on loan to my son. He's the third child to use it. Part of the reason it is continually on loan is because it is better built than the cheap $10-15 packs my wife keeps buying every year.