Personally, I prefer panniers because I don't like anything on my back. I do have a Timbuktu laptop messenger bag, however, that is actually pretty good--very stable and comfortable, if still hot on my back. I got it on sale for $35, usually they are about $70.
Whatever bag you get, make sure it has a waist strap. That not only prevents the bag from sliding to the sides, but also places the weight on your hips and lower back, and not on your shoulders.



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