I use the aquaskinz bag, without the zip locs though and it works great. the zip locs are a great idea... much easy to grab one eel out of there thanks for the tip Jim.
I use a small six-pack cooler that I sling over my neck and shoulder that I got for $10 at CVS. I keep them in a mesh lingerie bag inside. It works great. I used to keep them on my belt but they would bang into my leg when I walked.