We leave our big diaper bag with the stroller and I usually have a purse or smaller bag for my wallet, cell phone, sippy cup and dipe/wipe and maybe some snacks. Basically a bare bone smaller bag, so I don't have to haul the big one around. If anyone wants to steal our big diaper bag on our stroller, that's fine. There isn't really anything valuable in it, extra sets of clothes, more dipes/wipes, snacks, drinks, maybe some small toys to keep the kids occupied, that's it. Nobody has ever messed with our bag before if we left it with our stroller at any amusement park.