Saddle bags *shudder*

Why the "Shudder"? It's a saddle pack, not a dinosaur.

I bought one from Aldi a few years back, attached it put in a pump, spair tube, repair kit, lock and maybe a tenner when I go for a ride. Fully waterproof, as far as I'm aware anyway. In my opinion anyone who goes for filling their jersey full of crap over a saddlebag is an idiot, they are cheap enough and you can get them extremely small, dependent on what you want to carry. Plus you don't have to worry about locating items pre-ride.

Man up.  Get  a Carradice zipped roll bag.

Your friends may ridicule you at the start, but 60 miles in when you produce a flask of coffee and sandwiches, their gels and power drinks will turn to dust in their mouths 

I have a couple of different scicon bags a mount on each bike. Quarter turn style mount. Works well for me. 

You can't get much more compact than this, plus it will never ever fall off and you get a Tube, CO2 and if you use them a lever in there and all for 1.23g of insulation tape...
 

I have exactly the same set up on every bike I ride and have the Nozzle in a foldable pocket with my multi tool so no matter what I decide to ride it's always there and when I pull a bike out!

I use a variety of options depending on the ride and conditions. My steel bike has a third bottle mount under the down tube where I carry a tool bottle.

I also use a Wildcat Ocelot for carrying extra spares over winter or long audaxes.

Recently I have been using a Backcountry Research super 8 top tube mount for my waterproof and could squeeze a bar in there as well if required. Road.cc have just mentioned these in there just in feature.

I run a tool bottle on my winter bike where one water bottle will generally suffice + it's entirely water-tight.  On my best bike I've a Topeak Aero Wedge I think, one drinking bottle is insufficient in the summer as I don't like to stop if I can avoid it.

Arundel Dual.

In black with black piping, obviously.

Wedge bags look like a droopy cock.

I use a 750ml Elite bottle on the seat tube.
I've found elite the best as for this to work there can't be a narrow neck on the bottle.
I put a Leyzyne pump, tube, 2 CO2, patch kit, levers, multi tool with chain breaker, rubber gloves, cash & house keys.
Normal top cap and it looks great.
Another 750ml one on the downtube for water.
Not missing out on the water, just make sure to have a coffee stop!

During the summer, I run one of the castelli Undersaddle Mini's (http://www.castellicafe.co.uk/mens/castelli-collections/race-bags/castel...) which is great for a multi-tool, CO2, tyre levers and just about enough room for a car/house key. I run a Fizik Antares saddle and it tucks up quite nicely between the rails so that its barely visible. Highly preferable to the bulk/weight in a lightweight summer jersey pocket! 

These are cracking little saddlebags, easily get two tubes and a couple of CO2 cannisters in, but might struggle with a Snickers also. The fact that they don't have a zip is a positive, the closure system is simplicity itself and fully waterproof. https://www.ortlieb.com/en/Saddle-Bag/

Have you thought about a tool bottle?

I run a 750ml one in one cage with 2 tubes, 2 co2's, multi tool, tyre levers, patches, spare chain split links, Zip ties & gaffa tape (handy for roadside repairs)

In the othe cage i run a 1000ml water bottle which is good for up to 75 mile rides, anything over 75 miles then i also carry a 500ml throw away coke, pepsi, fanta etc... bottle in a jersey pocket, i drink from that first then dump it in the nearest bin before moving on to the 1000ml bottle

Castelli undersaddle mini. Unobtrusive, even attractive.

I sometimes use a very small Trek one that will fit a tube, CO2 pump, couple of Hex keys, chain tool and other little things in. Works well on the bike I bought it for, but won't fit on my best bike as the Velcro seatpost strap is too short for the aero seat post.

Therefore, I've been taping a spare tube and gas canister under the saddle with electrical tape and stuffing the rest in a pocket in a freebie neoprene phone pouch, which has worked well so far. On a long ride with full pockets, I've put a Lezyne micro pump on a bottle cage bracket for emergencies.

I like the look of the Lezyne caddy, though.

Topeak aero wedge, I can get plenty in the small one. If you get the clip version there are no straps flapping around. It also has a good light clip loop, not too loose like most other bags.

if you shudder at the thought of a saddle bag you could consider a sticky pod instead: http://road.cc/content/review/157271-sticky-pods-large-sticky-pod

the small one would easily swallow the things you're talking about. i use that large one in the pic all the time

How fashion conscious are you? I use a Revelate Jerrycan; not cheap but stable and unobtrusive. 

+1 for Lezyne. I've got large and small versions of the caddy and both have had a few years of abuse and are still going, velcro still working etc.A yearly washout is enough to freshen them up.

I haven't tried arckuk's road caddy - looks tighter and neater, not as much of an obstacle to rear lights.

Lezyne bags generally get my vote - the road caddy (http://www.wiggle.co.uk/lezyne-road-caddy/ ) is big enough to hold a spare tube, 2 levers, 2 x CO2 canisters, CO2 head, some stick on tyre patches, a small multitool wrapped in a rubber glove, missing link, 2 spare contact lenses and a 20 quid note. It's tight to zip up, but that means it won't rattle, it straps right up under the saddle without dangling or flapping and is about as unobtrusive as it's possible to get while carrying what will get me home in 99+ % of situations. I usually also carry a lezyne mini pump in a jersey pocket, but in ~ 3-4 years of owning it, I've never needed to use it.