When I'm on the go and run the risk of changing a diaper while I'm out, I carry a few mini disposable diaper sacks ($8 for a box of 250) with me.
When there's a trash can at your disposal, you're in the clear but many times, that's not an option. These petite trash bags will save your hide, if not your nose on occasion. Small and thin, you can easily stuff ten or so in your diaper bag without adding bulk. And, they are scented with a fresh baby powder perfume that will make everything smell better.
Useful for other things besides baby diapers, I often throw food scraps, used tissues, and my own garbage into them. Keep a few in the car for the unexpected junk that accumulates there as well.