In the more PC areas of the country, you are encouraged to bring your own shopping bag(s). In my current locale, several cities now charge extra for giving you a paper bag for your groceries.
I think the prevailing custom is still to do the shopping with a cart or basket, and then give your bag to checkout guy/gal. But, I would think that some people would just bypass the cart or basket altogether. I will take a closer look at my fellow shoppers next time I hit Whole Foods.