I was at IKEA last weekend, and picked up a bag that's designed for laundry but works great as a pail liner. I think it's called a Grubb bag. They're only $2.99, and made of 100% nylon, just like other totes. The downside is that they only come in three colors: orange, gray, and white.
They work well! And at that price, you can get several!
They work well! And at that price, you can get several!