Your sweaty clothes aren't going to haul themselves.
Unless you want to be the guy showing up to the gym with stuff falling all over the place, make sure you've got a reliable bag to haul your gear. Take the Backcountry.com Craggin Gym Bag from Metolius, for example. This bag features an adjustable shoulder strap that makes finding your desired carrying style a cinch, and a zippered front pocket lets you keep a few essentials organized and easily accessible.
Adjustable shoulder strap
Zippered front pocket
Item #MET001J
Volume: 1700 cu in
Shoulder Strap: yes
Pockets: 1 zippered front
Claimed Weight: 1.5 lb oz
Recommended Use: casual
Manufacturer Warranty: 1 year