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I use a L Timbuk 2 messenger bag. It's pretty big, so it carries a fair amount. I also have an Ortlieb Velocity, which doesn't carry quite as much. I use both of these on a regular basis for grocery shopping on both pedal and gas powered bikes. In fact, I can't quite remember the last time I used a car to get groceries.
You do have to be careful how you load it, though, with bread and eggs they get squished. I should add that I don't drink milk or soda, so I am not inconvenienced by their size or measures of care. At that point, I would say "A"'s milk crate + bungee would be the most effective.
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