To be honest, I haven't read every single page, but I have read parts of this topic. A lot of people seem to have a yes and no type of response, however, instead I'm going to just give advice on both ends of the spectrum and not speak my preference even though I have one.
If you're not bringing bags: Make sure you have not that many items on you. The more items you have, the more you're likely to possibly leave something behind if you do happen to go on a thrill ride that requires you to put your items into a locker (because as it's been previously stated you have to put ALL items ON YOU into a locker on some rides). As others have suggested, if you can, try to bring your tickets and EP in lanyards, perhaps even think about putting your ID, or other cards you might need in it as well and cash, but only if you can fit it all, if not, that's what wallets are for. I recommend double checking your pockets as your leaving your seat (whether ride, or show) and/or before you close your locker, as to make sure you have all your items on you.
If you are bringing bags: Honestly, as with if you did not have a bag, if you have a bag, I feel as if the best route is to have something small, or light, meaning not that many items on you still. Bring what you think you honestly need, as it would be easier to put in the locker, easier to on your body, and easier to keep track of the items. However, if you have an item that is too big for the locker, or a bag that is too huge for it, you can always leave your bag, or item with someone and do the child swap method (only it's bag swap I guess). That would be a plus, as that way you don't have to deal with the crowds trying to get a locker.
Advice on lockers in general... Do it first thing in the morning while the crowd is light, or when things have slowed down at night (hey, that rhymed, it can be a motto). If you don't have the time to plan accordingly of doing locker needed rides first thing, or at night, just make sure it's a low wait time and I mean low, as even if the wait (for the ride) doesn't seem that bad, the struggle to get a locker might be intense. If it's really low, it's the best time to go (oops, I did it again). Also, repeat your locker number out loud several times to yourself to remember.
I'm sure I forgot a few pointers and in the end, I have a preference which I won't get into, but honestly, I think if you know how to work the system you can enjoy the park whether you use a bag, or not. It's mainly about timing, because honestly, it's the question of how many times you use the locker, because either way you have to do it if you're a thrill seeker.