We don't CD, but we do weekly swim lessons and I wanted a bag to haul the wet stuff home that wouldn't leak all over the place. I bought a large Planet Wise wet bag and it is Awesome! It easily holds 2 normal size towels, both of our swim suits and there is some room left. It washes up well and hasn't come close to leaking.
I know that most people use their wet bags for CDs, but they really are great for swim and pool stuff, too.
We CD'd for 2 years (DD is out of diapers now) - I still use the wet bags for everything - there's one in the car for changes of clothes, one in the swim bag, I use one at the gym, one in the kitchen for dirty "unpaper towels," one in the bathroom for wet washcloths that need to be washed. Best things ever!