Well for my oldest daughter it'll depend on where we are. I always have a back up diaper bag in the car, but I'll have supplies in either my purse or in a backpack. Supplies for her are diapers, pullups, powder, rash cream, wipes, and some lotion (which works great on dry wintery skin as well).

I don't like changing my girls in a public place therefore they get a padding which should be sufficient absorbent to cope for some wettings.
However I have always a spare diaper and a set of plastic pants together with wet wipes in a bag.

Always have little plastic bags that come on a roll. Like these from Target.

http://www.target.com/p/munchkin-arm-hammer-diaper-bag-dispenser-refills/-/A-13991497?ref=tgt_adv_XS000000&AFID=google_pla_df&CPNG=PLA_Baby+Shopping&adgroup=SC_Baby&LID=700000001170770pgs&network=s&device=c&location=9033255&gclid=CKW_pNP-uNICFYKSfgodNdEHTA&gclsrc=aw.ds

Lavender smelling diaper bags sound nice however I prefer the natural smell. There is nothing wrong with pee, poo and baby oil smelling diapers

Mine has always been a back pack with adult size wipes, a bottle of perianal spray, extra diapers, and a gallon
size zip lock bag for the dirty diaper to contol the smell.

Thankyou every one, I use a small messenger bag, I carry the following supplies: 2 disposible diapers, wipes,powder,disposible bags and gloves.

I use a backpack