I would protect the stack of papers with some sacrificial sheets of paper reclaimed from the recyling box next to the printer, and like you said, roll it up and put it in a water bottle cage. That should work great as long as it's dry. When you get to your destination, just toss the extra sheets into the recycling. Flatten out the rest by giving it a quick reverse-roll.

Doesn't everybody have something like this?

http://ecx.images-amazon.com/images/...L._SL1500_.jpg

$10 and it lasts forever.

http://www.wholesaleartsframes.com/d...houlder-strap/

Are you saying that you do not carry any sort of backpack or shoulder bag, but still want to carry paper? I have a water-resistant document-sized bag from Chrome that I could carry over a shoulder and carry paper inside. To keep the paper nice-looking, put it in a manila folder. If you want to carry no bag, but still want to transport paper, is it possible to find a cardboard document tube, cut it to nine inches, roll the paper inside, and put it in a water bottle holder?