This is always a dilemma for me too. I don't want to carry a purse and I don't want to wear a fanny pack (adds too much bulk to an already bulky section).
There's a cure for all the problems stated here about not wanting to carry a purse, or a fanny pack. Baggallini!! I looooove my bagallini messenger bag,and there are lots of people on the DIS boards who swear by them. If you buy them in the rip stop nylon they have lots of colors to chose from, at least for the girls.

They aren't to big, but big enough to carry everything you need or want,they are a sort of sling type back pack (but different from what you've seen before in slings), which means they go over one arm and your head and the bag rests perfectly and comfortably on the middle of your back.
The Baggallini has lots of pockets and a place to put your small water bottle if you want to carry that, on the strap where it hits about the middle of your chest has a small zipper place to carry your cell phone, and it just so darn cute! If your Pooh size, this will fit you just fine, the straps adjust to Pooh size and small enough to fit my dd8.
If you go to Shoebuy.com you can look at them, also if you really like something there, there's a savings code save10 that will save you 10 dollars off your purchase, and you'll also receive an additional 10% off when you register, free shipping and no taxes, also free returns if you don't like it. So what would have been a $31.45 will turn out to be I think $19.30, not bad at all. I'll tell you how to navigate the site to get to it easy. go to Shoebuy.com, type in baggallini in the search, it will take you to the first page of baggallini items, the first page has some baggallini messenger's but they are the crinkle nylon or something like that, not very pretty colors, but you'll get to at least see if it's what you might like. Then you'll keep hitting the biggest page number at the top of the page until you hit page 20 and 21, that's where you'll see the one's I'm talking about. They are so cute, I've got one in the fuscia pink, and the purple, my mom ordered the periwinkle, and my dd and dn both wanted the aqua blue (or as they call it Little Mermaid blue)
If this is bigger than what you want, start backing up page by page and you'll see they have tons of other sizes and shapes (from really small to huge) and colors, you might then find what your looking for. BTW, if you order, order your items in separate orders, so you can get $10+%10 off every item you order, there isn't any shipping so you won't be out anymore money, you'll actually be saving money!

Hope this helps!
Oh if you want to know more about them go to the thread on this same page for tips
Thread: Best purse/bag to carry~~~~ I think that's the name of it, you won't be able to miss it there's about 200 posts on it.