We use either the blue ones on the roll like you all have mentioned, or sometimes I take a plastic Target or grocery bag with us. I use the inside out method
as you've all be talking about...if you use a larger plastic bag like a Target bag, you can pick up the first poop, then tie it off in a knot as close to the bottom of the bag, and then you still have enough bag left to pick up after the second dog, and tie it off twice! I just carry it home with us or toss it in the park garbage can.
It's kind of the same idea as a diaper genie, if anyone's familiar with how that works.