I try to stick it all in my pockets!
Biggest item is the bag of jelly babies, (it depends on what I'm doing whether or not I take finger prick gear).
Phone is a must as I've got a Libre.
My insulin pen cool pouch can hold a couple of spare needles, spare cartridge if needed and my Tresiba pen if I'm on call for work.
But, I agree with all of the other comments about any bag will do the job, cool bag for insulin.
And, you can't beat a well organized pair of cargo shorts or trousers!