I have the little REI bag. I actually put it on so the plastic window is facing me. This might not work on drop bars (my road bike is set up with straight mtn bars).

Jandd has some small bags too.

http://www.jandd.com/detail.asp?PRODUCT_ID=FMBHP

I have this one, they sell it as a seat bag, but it works on the bars too.

http://www.jandd.com/detail.asp?PRODUCT_ID=FBB