My friend suggests tying a stick to the leash away from the dog's head and then tying the bag onto the stick. That way it's not in the dog's face while he/she is exploring. I tried that today, but think I'll tie the stick farther from his head next time.
Often on walks, I have my hands so full with my camera, sometimes a cup of coffee or water, and my cell phone (for wide angle pics or video), and often I have few pockets. If I have a jacket with giant pockets, it's easy to carry the bag in that. But I thought I'd come up with a clever way to pack out the bag by having Cooper help, when I was actually just being a poop head.