I run a First Gear Silverstone small tank bag, magnetic mount most of the time but can strap it on if I want to. Use this daily as it's small but convenient.
For longer trips, First Gear Laguna bag with windows for a GPS and a cell phone/MPS player. BIG bag, lots of room.
I looked at everything, including the ones that mount to the gas cap ring, and went with First Gear because of features and price.