I bought a couple of pannier bags from Heine Gericke for about £18 each. They zip up and have a shoulder strap. Only thing to watch out for is catching them on the locking springs, but I think that would apply to any.
Bought a set of these from another GSer here and they are very hard wearing. They have zips along the full length of each bag. The bags are each colour coded so you don't have to go through every bag looking for your toothbrush, so long as you remember which colour bag you put it into in the first place. Handy having one for the lid too.
Available in the UK from http://www.woodysimportarium.com/ I got a pair of bags for the main compartment and a couple of lid bags for £109. The lid bags fit under the clips in the lid.
Edit: see the sponsor link in the For Sale and Wanted section.