Put twist ties at the end of the bags. you want to leave about an inch of space between the opening of the bag and where you place the twist tie. BUT you also want to have some space between the icing and the twist tie, that way when they grab the bag to pipe, the icing has somewhere to go when they squeeze (and it wont come out of the top). I hope that made sense! And I hope thats the answer you were looking for! 
Personally, I pipe with an ordinary zip-top bag, with a corner cut out to accommodate the fitting and tip.
Note that I mean at least storage weight, and preferably freezer weight: if you use sandwich weight, you're just asking for a blowout.
I use these little purple guys. I love them
http://www.wilton.com/store/site/product.cfm?id=2AA37CC5-423B-522D-FA617890C6E9220B&fid=2AA37CE4-423B-522D-FF9674D74C6AC117
Those are all great ideas. I just want to second the frosting plugs. They definitely cut down on the mess.
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