I've been going to the Con only about 5 years now, and my first year 2 of us took big expanding back packs crammed full of everything we could think of. Each year our packs got smaller and smaller and now we just carry 1 messenger bag with a couple bottles of water, mints and a travel mouthwash, travel deodorant, a few snack bars, and headache pills. We do keep a cooler for lunch stuff in the car as well as a change of socks each day and extra pair of shoes if we're wearing sandals, plus some miscellaneous clothing changes for the weather.
We've found it better to carry less and if we do need a bag for something extra we've usually made a purchase and have at least one extra bag.
We've found that the badge wallets are great for miscellaneous pencils and small items as well.
Plus the messenger bag strap gives the smaller ladies in our group something to hold on to while the bigger guys make a path in the dealer hall. Nothing like turning around and finding out you're missing someone only to see a familiar hand jumping up and down 2 intersections back. LOL