A few things to add:

Good shoes. My dress shoes are made by New Balance but don't look like it. I can really RUN in them.

I can move farther, longer, with a good backpack than with any other kind of bag. If the gym bag works for you, roll with it, but if you're going to hoof it over a mile to make a connection at O'Hare, you may thank me for the suggestions about the shoes and the backpack. Especially if you don't have double-digit minutes to do it.