I've used the baggies with pretty decent luck. Also tried thin mil garbage bags cut into rectangular sections twice as wide as a trap. Trap was set on one half the plastic and the other half folder over the top of the trap, and that worked pretty well. I got a roll of these cheap garbage bags for a couple of bucks and spent a couple of hours cutting sections to fit my traps. I could get several out of one bag, too, and they were cheaper than the gallon sized sandwhich bags to boot.
I also used to carry a roll of cheap cellophane wrap with me. In wet, freezing conditions, I could dig out a drap bed, then would mash a couple of layers of this thin mil cellophane wrap into the bed, then would pour in a layer of dry or waxed dirt, then bed my trap in this dry dirt, then sift a little over the top to dress the set off. The layers of cellophane helped keep the moisture from the surrounding soil from leaching into the trap bed, and unless it rained again this set would be functional for several nights for me. The sections cut from garbage bags worked for wet soil bed liners just like the roll of saran wrap did, too.
I also carry several of the larger ziplock bags on me at all time when running a line now. I keep my camera in one so it is always clean and dry. They also work well for keeping certain lure bottles zipped up and odor-free from the rest of the pack. I also keep my sections of insulation material in these bags to keep them dry. I use a lot of insulation wads under my trap pans to keep dirt from sifting under the pans, and still have plenty of "give" to allow the pan to drop freely.
Jim-NE