Someone asked, and that's all the excuse I need for some unrestrained bag nerdery. The topic of what to carry at a convention and how to carry is is one that I have given utterly unreasonable amounts of thought to, and I share some of the fruits of it here. If you're about to go to a convention (like, say, Origins) and are considering what you're going to carry around, then hopefully this might help.
The first question to ask yourself is whether you need a bag at all. If you don't intend to run any games (including pickup ones) and you don't intend to buy anything, then the reality is you probably won't need to. Stick a notebook, pen & Pencil, phone and maybe a few dice in your pocket and you're good to go. If you can get one of those cool badge holders with pockets (they might have them with the Origins Merchandise, they might not) then that can even make it easier. This is, honestly a nice way to go if you can pull it off.
One tip that may help at Gencon but not at Origins - if you can get one of the pay-lockers on site, that can allow you to get by with a very minimal carry since you can drop your purchases off at a locker rather than tote them around.
Ok, for the rest of us, there tend to be two big reasons to carry a bag: to be prepared, and to shop.
Shopping is the simpler scenario. For all that a bag may feel awkward, I promise you it feels worlds better than a cheap plastic grocery bag carrying a heavy load of books or boardgames, especially given the certainty that a sharp corner is going to poke through sooner or later. If you've always got a bag, life gets much easier, though there are alternatives. If you plan your shopping (for example, knowing you'll only shop on the first or last day of the convention) then you might be able to forgo the bag except on that day.
You'll want to pick a bag that matches your shopping interests. If you're just looking for CCGs and maybe a book or two, as small bag will be fine. If you're looking for boardgames or planning to make a lot of purchases, then plan for something bigger. More on that in a minute.
Being prepared is a much fuzzier thing, and I will wager that most of us carrying bags are doing it for this reason.
Now, first and foremost, if you have a fixed kit, then you already know what you need. If you're going to be running a game, then you need certain supplies. If you absolutely must have your iPad, you need a bag that can handle it. If you have needs you explicitly must meet, then those obviously supersede any advice I can give.
But for those of you with a less fixed set of needs, let me run through some options.
First off, try to use as small a bag as you can get away with. Big bags a great, but they get heavy as you spend your time walking around. If you're packing several games "just in case" then you might want to consider packing only one or two, and rotating them out on a daily basis.
To my mind, the perfect con bag is vertical satchel style, just big enough to hold a D&D book. Something like the Ducti Utility Messenger, the Duluth Field Bag, or the Tom Bihn Cafe Bag or Risretto. They're big enough to hold the essentials for a game, but small enough that even if you stuff them to the gills, they'll only get so full. However, there is a problem.
One of the advantages of a bag like that is that it can be hung at the shoulder or cross body. This is very important if you're going to walk around a lot - a cross-body carry means that you're not constantly readjusting the strap. The problem is that this simply won't work for everyone. Specifically, large men (like myself) and many women will encounter issues with the strap going across the chest. Even if it's comfortable, it can look very awkward. Now, you can mitigate this by getting a bag with a "grippy" shoulder strap (the Redoxx Gator is fantastic for this) so you can have a stable one-shoulder carry, but it's not quite the same.
Now, I should also add that I'm biased in favor of the vertical bags because they hang better, and for the guys, they are less likely to look like a purse (a silly but very real concern). Horizontal bags can work just fine, but they tend to be bigger, and that can be an issue.
There are definitely some great messenger style bags - I'd be remiss not to mention the entire Timbuk2 line, and the remarkably spacious Bag of Holding - but I can't recommend them as con bags in good conscience.
I can hear some protests there, so let me step back a minute. These are great bags. I have several and I love them, and part of what I love is how much crap they can hold. The danger with any such bag is that it's really easy to overload yourself. Even carried messenger style, they get really heavy over the course of a day. If you're confident that you can maintain bag discipline or that you REALLY need the space, then go for it, but otherwise, I'd steer clear unless you want days full of back pain.
One aside about this - a lot of "messenger bags" are really just laptop cases. That's fine day to day, but really think about whether you need your laptop on the convention floor, and if you don't, that might be a good excuse to trim down your bag.
Now, this is where I have to admit something - one reason people choose messenger bags is that they just look cooler than backpacks or rolling carts. I can't argue with that. That timbuk2 slung across your back suggests your about to jaunt off on your mountain bike to jump off a cliff while pounding an energy drink. The backpack suggests you packed a lunch.
If this is really your hangup, then you really have two options. Option 1: just embrace it, and use a bag you think is awesome. Your back may hurt, but it's a fair trade. Option 2: just get over it and accept this is a convention, not a fashion show.
Now, I'm going to steer you away from rollers in general. I recognize they're necessary sometimes, either for physical reasons or because you're carrying miniature armies, but otherwise they're problematic. They're hard to handle on stairs and escalators, they're problematic if you need to leave the convention floor. Only do it if you must.
For the rest of us, the boring, reliable backpack is often the best choice. It doesn't get in your way when walking, you need to be a little mindful of it in crowds, but not too much so, and if you foolishly overfill it, it's not going to suck as much as it would to be carrying it any other way.
Lot of comments there, so let me boil it down. Use the smallest bag you can get away with and still comfortably carry, but if you need to have a more-than-small bag, I strongly suggest using a backpack.
Given that I hit the road tomorrow, I think I may follow this up with a bit of a discussion of what's worth putting in that bag. But in the meantime, what's your con bag? I'm not worried if it contradicts my suggestion - I know a well loved bag trumps all - but I'm curious what works well for people.