If I've GOT to bring a bag (I usually try to avoid it)- then I choose something that I can carry over my shoulders. Something that closes fairly securely. But if I don't have to bring one, then I don't. If there's a man with you, have him wear cargo shorts, and store the camera there (again in a pocket that closes with a zipper, velcro, button). Some women's clothing also has the same type of pockets (depending on the size of your camera). The less valuables you have in a bag - the better. A bag is best used for a hooded zippered sweatshirt (if needed), a bottle of water.