There's a couple things you can do.

You can save up the money and invest in a store-bought bag of some sort. Or search the internet, or eBay, or even Etsy for "knitting bag"; there's tons out there, with varying prices. Just make sure the deal you think you are getting is really a deal; check the shipping prices, not just the bag price. Some shippers overcharge an extreme amount for shipping, particularly if they are shipping USPS domestically. Check those shipping rates.  Some sellers offer free shipping if you are lucky.

You can make your own (instructions for making a basic tote bag are included in "Stitch n Bitch: the Knitter's Handbook"), and depending on your inventiveness/craftiness/skills, you can be really creative with how you go about that. From pockets galore, to "alternative" materials like duct tape, or even felted knitting.....

You can make yarn tamers from old pantyhose; just cut to size, stick the ball/skein in so that the yarn can be pulled out simply, and toss in the bag you have now. I've also seen/heard of other items being used for the same purpose, from old socks, to the little net-bags that certain fruits and veggies come in.

I used the reusable grocery bag for a while, and then I started using an old library tote bag I found in the back of my closet. I keep my needles and hooks, scissors, tape measure, and stitch gauge measure in the front zippered pocket, and my yarn in the bag. It works out really well so far.