What shopping bags do you use now?

So, with the demise of the 15c heavy-duty plastic bags, what's a good replacement?

I've been using them since they were introduced - the best thing about them is that if you carefully fold then roll them, they're amazingly compact, and you can fit like three in your back pocket, which is perfect when you don't have a car and want to grocery shop on your commute.

The cotton and paper ones are just too bulky to carry around with you like this. I've found some thin nylon-type ones, but they're pretty sad and small - has anyone found something that's thin, large and sturdy?