Whenever I go to the comic book shop, they offer me a bag, but I always carry my comic books in my purse (which makes some comic book collectors cringe, but it's a pretty big bag and they don't get crushed). This year in San Diego at Comic-Con International people had a huge range of ways to carry their supplies and purchases, so I took a few photos of the best ones.
Superhero tote bag.This is great, you can't beat a simple tote bag for ease of throwing things in. Also, something like this can be sewn incredibly easily (search for "sew a tote bag" if you don't believe me) and so if you find the perfect superhero sheets (look in the kids department), you could easily make it into your favorite bag. Just remember, if the material is thin use a heavy-duty lining it so it's strong enough - comics and figures are heavy. If sewing isn't possible for you to attempt, why not try making one out of your favorite old T-shirt from these instructions (you'll still need to be comfortable with scissors though).
TARDIS backpack.Cosplay is tricky because all of those skin-tight superhero and villain costumes don't have a place for all your stuff (and Spider-Man is the only hero I can remember who actually stashed his backpack in a hidden spot with his webbing, unlike the other's who just chucked their clothes in emergencies). In this case, the themed backpack makes the costume much more identifiably a Doctor Who one, (otherwise he might just be a guy in a fez). The only way it would be better if it really were bigger on the inside than it looked on the outside just like the real TARDIS... although I don't even want to think about how heavy it could get!
Thunderbirds courier bag.Steve White (of Titan Publishing) was carrying this very nifty Thunderbirds bag. Thunderbirds was a great series that I grew up watching, but you rarely see here in America so I was quite excited. He said that he'd gotten a lot of grief from his colleagues for carrying a "man-purse". I pointed out that it's more of a unisex courier bag, and I ought to know because I carry my comic books in my handbag "because I'm a lady". Ricky then joined us in a rousing chorus of screaming "I'M A LADY", which frightened all of the people around the Titan booth who aren't familiar with Little Britain. Anyway... very nice bag.
Captain America backpack. Since Captain America carries his shield on his back, this circular backpack is a clever shaped. If you happened to be wearing a Captain America costume, this might be the most stealthy way to carry your goodies (I've had to follow around more than one friend in costume, carrying their bag so that it didn't spoil the effect). If you aren't doing costume it is still a great way to declare your love for the character. The gentleman carrying this bag told me that he got it at Hot Topic, so it's easy to find too. In person, the bag is deeper and more spacious than it seems to look in photos.
Customized backpacks.This year there I saw a lot of really lovely handmade art on people's jackets, dresses, haircuts/dying, and even on their accessories. These two people's backpacks have been upgraded from the already-exciting designs they came with, a nice way to make them more personal and feature the owner's handiwork. Since almost everyone has to carry a big bag at Comic-Con, it's a nice idea to consciously make it part of your outfit by personalizing it. These definitely look more unusual than the massive, free bags you get at the door, and it's a little more compact.
Brightly-colored Camelbak.Many people have wished for a real-life stillsuit at Comic-Con. A Camelbak is a small backpack with a reservoir inside and a pipe to drink through which goes over the shoulder. It might be the closest thing you can get to an actual superhero tool, useful in hot weather, especially when you need your hands free to take photos or rummage through back issues. I once filled one with Emergen-C and water for an extremely hot day hiking. Some people treat Comic-Con like an endurance race, doing as many interesting things as their body allows. San Diego can be hot, and if you're going to run around all day and night, a brightly colored Camelbak might to give you an edge.