I usually carry two bags when I go to the range. One bag will have my guns, magazines, and any other things directly related to the gun (barrel conversions and things like that). The other bag will have supplies such as my ammo, cleaning kits, tools (such as screwdrivers), ear plugs, protective glasses, tape, band-aids, stapler...stuff like that.
I'm an NRA member and I got a free range bag as a freebie...I'd been using that as my supply bag. That was NOT a good idea, as those bags are super cheap. It didn't last long, as it's already ripping...luckily I caught it before it happened to be on my shoulder -- I do not want to be trying to pick up 200 spilled rounds of ammo from the floor or for the bag to slam on my foot.
So, I picked up a Fieldline Tactical range bag from Walmart (along with 2 x 100-round boxes of Remington UMC 9mm JHP). This bag is even better than my Bulldog bag. It comes with a holder for spent brass, two pistol rugs, a place for my shooting glasses (that is lined with soft material so the glasses won't get scratched), magazine slots, and a bunch of other neat storage areas. Plus, the bag is reinforced so that it won't come apart under the stress of weight or even everyday use.
I could probably get away with consolidating everything into one bag...we'll see.