I use some pretty good dry bags I get at Academy...some kind of treated nylon. Inside of those I use some really neat waterproof plastic bags that have velcro on a multi-fold closure. I like them. They work and aren't too expensive.
A word about zip lock bags. I put my camera in a gallon zip lock bag and took a little 16 mile training run for a marathon on the San Marcos River. Somehow managed to turn over a couple of times. When I got to the end I pulled everything out...and there was the camera in the zip lock bag. The zip was still tightly closed. It was full of water. The camera looked like one of those goldfish in a plastic bag you buy down at the pet store. I now have a new camera. Pretty soon I'm gonna get a waterproof camera.