I have tried the following bags:
Lat Luxury E1 and E2
UPD Shift and Focus
Grip A14
Revolution Carolina and Dual Pack
Dynamic Ranger
Innova Hero Pack
NutSac
Fade Crunch
Latitude Luxury E2 wins for storage and just making sure you have everything with you. Revolution Dual Pack comes in second. Nothing else I have used was able to allow me to play a round with all my discs and still has room for me to carry my camera equipment.
For comfort, the Grip easily wins. It is very well built but still light. Getting discs in and out is a breeze, and it carries everything I need (aside for my photography equipment).
For a secure feeling while walking, the Revolution Dual Pack wins here. It has a chest and a waist strap. The Grip at least has a chest snap. Oddly, or maybe not, if I know I am going to talk more than 200 feet, I like to snap the bag tight against me. I do not like my balance being thrown off with a shifting bag, or have to worry about it falling off my shoulder.
For quick practice rounds, I usually use my NutSac or Grip, but the best seemed to be my Crunch. It has the essential room for my keys, phone, and maybe a drink, but it does not hinder playing quick but still carries enough discs where I can unload on a hole if I want to. The Focus I have is the early generation, so it only fits five discs, six if I force it. When snapped tight against me, I can even throw with the Focus on, but if you cannot reach your discs while it is strapped to your back, what is the point of being able to throw with it strapped to you? I have found a way where I can securely strap it to my chest and not my back, so that I never have to take off the bag. It looks weird, and is slightly uncomfortable, but I never have to take it off when I throw, and the discs are right there. Still, the Crunch wins.