You could use a garbage bag for a carseat, but the airline will supply a large clear bag if you check the carseat as luggage. If you plan to gate-check, get the bag from the main baggage counter; they don't usually have them at the gates. The main advantage of a real carseat satchel is that they have backpack straps, so that you can carry your carseat hands-free through the terminal. Remember that if you are pulling a rolling bag through the terminal, that hand will not be free to hold the hand of a child.
You can bag your stroller as well, but be aware that this is a little more awkward to do, because you will not be able to roll it down the jetway to the plane if it is in a plastic bag. My solution to this problem is a fabric sleeve made from rip-stop nylon, it goes around the folded stroller and fastens on with velcro. This home-made sleeve protects the upholstery from the elements and from grease in the aircraft hold, but it allows me to pull the folded stroller down the jetway behind me, rolling on the exposed wheels. Fleece would probably actually work nearly as well as rip-stop, as it does repel moisture, and it also has a bit of stretch that would make it easier to get a snug and secure fit.
I prefer to gate-check strollers AND carseats, because if the carseat goes astray, you will have to take time to go put in a luggage claim, and will not be able to drive away from the airport until the airline arranges a loaner seat for you. Not that it is likely to go astray, but I prefer not to risk it.