For guys who don't have a brain bag yet, one of the options when you get to the schoolhouse is to buy a bag from the SWA Uniform Store. The store mostly deals with the flight attendant & ground ops uniforms, not ours, but they sell a nylon flight bag with the SWA logo & your name embroidered on it for something like $65. It's light, it's small, everything you need fits in it, and while it won't last for a 20 year career, it's a viable inexpensive option. (And if you're as rough on a bag as I am, buying one of those every 2-3 years will be a cheaper option than replacing a beat-to-%#$@ leather bag every 5-6 years!)
Until you're on the line, ANY size/shape of helmet bag/brain bag/catalog case will work fine hauling books to class & the sim briefing room (you only take the pages you'll need into the simulators), so there is ample time to decide what you want & order it... no hurry at all on that score.
Cheers,
Snoopy