I carry an Eagle Creek Guide Bag, though the current one listed on-line is a bit different from the one I carry. I like the one I currently use a bit better.

I actually have an even older model of the Guide Bag and prefer that even more, but it is kinda beat.

At first people would ask my why I carry a bag. Now they are more than used to it. I started out carrying it on the train to bring some "just in case the power on the train goes out and I have to walk home" stuff (flashlight, cell phone, rain coat, extra gloves/hat...).