You can get a lot of bags on your arms, and one or two jugs of milk in each hand depending on how long your fingers are.
It just isn't as fun with the reusable folding bags. Or the paper bags some retailers use -- the ones with handles are the worst, they rip a good part of the time. Actually easier to carry a normal paper bag than one with handles.
With mandatory paper bags they seem to have made them as flimsy as possible. I can't go grocery shopping when its raining any more, the bags just turn into mush at the slightest drizzle.
Having developed a hate for all those one use bags clogging your trash also helps. I've started doing this before it was the eco thing to do just because I hated accumulating bags.
Walking to the corner store(tm) if that option is available to you requires a bit more discipline, but I mostly remember to pick a bag when leaving home.
Thats an interesting optimization. Don't bag your stuff in the store just walk out with a cart of loose groceries. Especially for someone who simply MUST bring all the groceries inside with one trip, I can just load up a crate.