I used to carry my messenger bag all the time, but got away from it.
Now it's just: wallet, personal phone, work phone, iPod, sunglasses, chapstick, keys with keychain knife, USB drive. I hate carrying things in my pocket except my phones, so I have a small bag that I carry everything in.
My messenger bag has a LOT of stuff in it: DSi XL, charger and games, laptop and charger, case full of USB drives and adapters, and a lot of cables strapped into a Grid-It.