Many people choose to use the store-bought poop bags. They come in rolls, like garbage bags, often with a handy carrying case, like this one. The last time I bought some of these, they were impregnated with a floral scent that made the car smell nice but not the Kleenex in my pockets.
Pluses: They are opaque and roomy. They are compact. Often they smell nice. Some are biodegradable. They often come with a case that can be velcroed to a leash or belt loop. Handy!
Drawbacks: You pay money for them. Not all are made of recycled plastic. If you suffer from chapped hands in the winter, the bags are nearly impossible to extract from the roll and open easily. Also, the bags are slippery, so I tend to drop and lose them on the walk.
The plastic grocery bag. This is my personal favorite. It's roomy. It's opaque (so no one can see your dog's business). I particularly like the loopy handles, which allow me to tied the bag securely and then hang the bag from my wrists—important on neighborhood walks when I have two leashes and at least two bags to deal with.
Pluses: These bags are free. It's recycling--or at least reusing--when these bags are used for poop pick-up. Opacity, yes! Loopy handles, yes!
Drawbacks: Holes! These bags are prone to tearing during their original workout as grocery sacks. What a downer when your fingers go through the bag. Also, the bags are bulky. I walk around Dog Park looking a bit lumpy when my pockets are stuffed with crumpled grocery sacks. Also, not biodegradable.
I will discuss more options tomorrow. I know you can't wait! Keep scooping! --z