A good triathlon bag will have lots of compartments so you can organise your tri essentials efficiently. Look for a bag with a waterproof compartment for your wet gear. You don't want your dry clothes damp by the time you get back from your run. A section for your shoes is also nice. Pockets for your nutrition, keys and electronics are ideal. The Orca Transition Bag is well designed with a green interior, making it easier to find your bits and pieces (which are usually black!). Look for a place where you can hang your helmet. And of course comfort is key.