I'm a fan of Sainsbury's etc "bags for life", and the TARDIS-like space of my wife's backpack.
I prefer to bag my own stuff. I like to organize it myself, and to be honest, I feel a bit of a spaz in Wal-Mart or Kroger, standing there doing nothing while they bag it for me. Tends to lead to more thought about how much money I just spent, which leads to tetchy arguments with the spouse, and then all-out war in the car park, then bang! another fender-bender.