The first trick is to get bags that can close. I actually get mine in the jewelry department at our local craft shop. My favorite size are 3" X 4", but any size will work. I think I pay about $3.50 for 100 bags. (Ignore the fact that these are Thanksgiving treats, it's what I had pictures of!)
Here are the Halloween ones...just print, write your name, fold, staple, and you're ready to go!