“The bag they make you pay for and bring along yourself.”
Smart move is just to ask them for cardboard boxes, they’ll give you those for free, since they’ll just have to break them down and pack them up to dispose of anyway.
Yeah, they usually have a large cage filled with empty boxes in one of the isles that you can grab, but I prefer to use the reusable bags instead. They hold more and are easier to tote.
The only exception is canned goods, where I'll grab an entire flat of canned veggies or soups and "mix and match" to fill the flat with what I need.