All of my EDC stuff lives in a standard non-tacticool medium sized Timbuk2 messenger bag with a corporate logo stitched on it that was a freebie from the wife's office. The internal pockets are numerous and well thought out, and there's a zipper covering them so I can open the bag in the middle of a crowded orange line train and not draw attention. It fits: Surefire flashlight/batteries, big honkin' Leatherman, chemlights, smoke filter mask, compass, aloksak of first aid supplies, sunglasses, AA phone charger, altoids tin of survival crap, etc with ample space for my Sig Sauer, a few mags, a bottle of water, a rain jacket, and lunch. Not that I can carry my Sig, stupid LTC-A restrictions...
But still, there's something to be said for not carrying a bag that screams "nutnfancy fanboy #1". The bag sits on the passenger seat of my truck all day and gets zero attention. To anybody on the train I'm just another commuter, move along...