If you have many things to carry (e.g. camera body, 1-2 lenses, external flash, extra battery, etc) you might as well get a bag that is bigger than your camera + accessories, but allows you to put some more things in it (such as a wallet, glasses, mp3 player, book, etc). This way you won't have to carry an extra bag.

I personally love slingshot bags (the ones that have only one strap that goes obliquely across your chest) because they enable you to turn the opening to the front and open the bag without having to take it off your shoulder.

Good luck!