What you should/might keep in the change bag:

When buying a change bag consider your lifestyle.

If you have a nanny – nothing is a problem
If you have an au pair – get something a little robust, dark coloured.
If you have neither nanny nor au pair then select a sensible roomy change bag.
If you have more than one child, get the biggest bag you can manage.
If you have a baby carrier, use a rucksack
If you are very organised select a slim snazzy change bag
If you dash in and out of the car than maybe a simple clutch change bag will do
If you cannot manage 2 bags, then buy a mini mummy bag for your own personal things and keep in the baby change bag.
Whichever change bag you choose check it has loads of pockets, zips, storage sections, and the important change mat.