Living in Brooklyn I stop by the store 2-3 times a week doing small purchases that often go in the small plastic bags or just toss the items in my messenger bag. For a "big shop" where I go to a full grocery store and stock up on stuff I bring the smaller blue Ikea bag that holds 2-3 paper bags of groceries plus some other stuff easily. The Trader Joe's brown paper bags get reused as recycling disposal.