Yeah I always have a bag with me too. I use the Small version of this...
Free Shipping. Lifetime Warranty. Lightweight Flight Messenger Bag is a monochromatic, versatile everyday bag. Cloaked in a light clean fabric with a subtly crunchy feel, the Flight is equipped with beloved features like quick access pocketing, internal organization, and light reflective hits.
Fits my Steam Deck (in it's case), the charger, a battery bank, my iPad Pro, phone, wallet, keys, and lunch, yet it's one of the smallest messenger bags I could find. I only take a backpack out when I'm taking my camera and/or Quest 2 out.
Handhelds post Switch are large though. The days of slipping a DS device or PSP/Vita into a coat pocket are long gone.
I owned the original NVIDIA Shield and found it awkward to pocket. Everything after that has been bagged.