A few months ago, I got a set of four reusable grocery bags from Walgreens, on sale for $0.25 each. Look for deals, but even at full price (usually $1 to $2 per bag), they are well worth it. Before that, I was downing in plastic grocery bags. My not-so-little IKEA plastic bag dispenser was filled years ago, and I seemed to find plastic bags thrown in pretty much every corner of the apartment. But these new reusable grocery bags combine the best attributes of both plastic and paper bags.
They're much bigger than plastic bags, mine at 1.3 cubic feet each. I can't find any info about the volume of your average plastic bag, but I'd guess one of my reusable bags is just shy of twice the volume of plastic bags. They're rigid enough to keep upright, but still flexible, and most importantly, foldable. The handles are sturdy and comfortable, and do not bind up and cut off the circulation in your hands like plastic bags do. And since you're carrying almost half the number of bags per trip, it's even less of a bind on your hands.
They're economical, too. I spent a whopping $1 for 4 bags, but they'll end up paying for themselves eventually. That's because Save Mart (formerly Albertsons) and WinCo give credits for every reusable bag you use: Save Mart at $.05 per bag and WinCo at $.06 per bag. Presumably Safeway and Whole Foods do as well.
My Walgreens bags are bit larger than your average bag. The bags I've seen for sale at Save Mart and Wal-Mart have the same floor space, but are slightly shorter. But don't limit yourself to what your grocery store offers! There are many different styles available on the Internet. For example here's a much larger model designed for bicyclists. Whatever bag you do decide on, look for that little loop on one side of the top of the bag. It hooks onto the plastic bag dispenser at grocery stores, and makes loading groceries easier. Your checker will love you for it (unless you bag your own groceries, in which case you will love yourself).
So comfort, economy and, oh yeah, that whole Earth thing. The only downside is actually remembering to bring them to the grocery store.