If you want to get a clear/vinyl bag, go for it, but honestly, I usually just shop with a backpack on the back of my chair. (I know it’s not something recommended when you’re walking - to just randomly put things in a bag - but it’s how I’ve always shopped.) I keep it empty and open when I go in, and open while I shop, so it doesn’t look like anything is being concealed. Afterward, I put the bags in the backpack and zip it closed. Also, I don’t know if this is true where you are, but where I’m from, the are store employees who are willing to help customers shop. If no one offers, you can always ask if anyone’s available to help a customer shop (if you need to buy more than what fits in a backpack.) There’s also the option of shopping with a friend.
Hope this helps!