I can't speak for other bags, since the Bug is the only pannier I've ever used, but I've LOVED mine. It's very well-made - shows practically no sign of wear at all despite using it extensively in all kinds of weather for a couple of years. It holds a surprising amount as well. I only have a few small complaints about it - a better way to stash the hook when wearing it as a backpack for example, and a better way to secure the compression straps on the sides when it's on the bike and mostly empty. (maybe these have even been addressed in the past 2 years?). I do my grocery shopping with it without much trouble, though admittedly,, I usually go shopping every few days.

It is very expensive, and I almost didn't get it because of that, but I just couldn't see myself using a regular pannier, since I carry things around off the bike as well as on it. Most panniers seem to be absurdly awkward to carry, and forget about shopping while carrying one!