I'm bringing a small messenger type bag to keep our essentials in. It's not the kind of thing I really want to leave at the bottom of the stroller. Will I be able to bring it on the rides, or do they not allow that? If I can't, then what will I do with it. I don't really want to have to go back and forth to a locker.

You can bring it on the rides with you. Just make sure you have it secure on the more 'active' rides. Some have pouches/bins to put stuff in right in front of you, or you can put it at your feet and either step on the strap or step through the strap - if it's too big to keep attached to your body while riding.

You are allowed to take any type of bag on any attraction. Some people carry around a fully loaded backpack and those fit OK on the rides. The only two attractions that I've ever been concerned about anything was Space Mountain and Rock and Roller Coaster. Not that I thought anything would fly out of the seat but because the leg room isn't that big. I had to shove my bag under my feet.

I carry a small sling bag and take it on the rides with me. Some rides are more accomodating then others for example Space Mountain I seem to recall doesn't have a lot of room for bags, but I think I just made sure it was on my shoulder and squished it behind me.

I take my soft backpack and wrap the straps around my ankles and squeeze it between my feet or legs. For some rides I'll wrap it around my wrist and then hold it in my hand.

I hold it while on the rides. :)

I always bring my Northface Fanny Pack. When I go on any ride, I sling it around my shoulder and it stays tight. If you're one to raise your hands during rides though I wouldn't suggest that : )

I take my soft backpack and wrap the straps around my ankles and squeeze it between my feet or legs.

I do the same thing. *knock on wood* I haven't lost anything yet.

I do all the above methods too, except for when I'm on TOT, I have to wear the bag, put it on my lap then put the seatbelt over the bag securing it down, because before that, it flew up infront of my face hehe!