I have always carried a rather small bag. My best friend carries a very, very big one. I know large ones are sorta in style. You can buy them all sizes. Which size to you carry, or guys which size does your lady carry?
I carry a very small one. I only put my wallet, cellphone and chapsticks in there. I don't have much else. It's like 5x4 inches small and hangs across my body and rests on my hip. I only started uses bags a year ago.