Let's give up bags, plastic bags that is. There's an awesome group in Austin called Bag the Bags. They want to ban bags in this town. It's not that there wouldn't be any bags but there would be a charge for plastic bags. In Ireland the adopted this strategy and they reduced their plastic bag usage by 90%. Wow. Plastic bags are one of the most prevalent kinds of litter. Just look around, they're everywhere. Not only are they unsightly and dangerous to animals, they give off nasty chemicals when they break down. Just say no to plastic bags.
Bag the Bags Here's their website
In the meantimes just use canvas or reuseable bags at the grocery. It takes a little getting used to but don't let that discourage you. Sometimes I get half way through my shopping and realize that I don't have my bags. I just park my cart and go get them before I get in line. It takes 2 minutes. Really. It's very practical. I always look at bags when I go to Goodwill. A couple weeks ago I found a really awesome white faux patent leather bag with black handles. Very chic! It was a Saks Fifth Avenue give away and practically brand new. $4 that's it and it's super sturdy and great for carrying just about anything. I've scored other awesome bags there.
A lot of times if I'm only getting one or two things I just say "no bag please" and carry it out. Some grocery stores will give you 5 or 10 cents off your purchase for bringing your own bag, places such as Wheatsville (I love Wheatsville!!) and Whole Foods.