I run rear folding baskets (don't know if Wald baskets are available in the UK), with a bungee cargo net over the top strapping down whatever bag I feel like taking that day. Usually a backpack of some sort. When I get to my destination, I unstrap the net, throw the backpack over my shoulder, grab the lock from the bottom of the basket, lock the bike, and I'm gone in a minute or two. If I feel like it (I never do unless the bike rack is super crowded), I can fold in my baskets to make things slimmer. It's probably the heaviest commuter setup I've tried, but I've found it to be the best of both worlds. Almost as fast as just wearing a backpack, and as comfortable when walking off the bike, without the sweaty back. All pannier systems I've tried are a bit less convenient off the bike and take a bit longer. Oh and it's super durable. Heavy though.