Many of us are not horrified taking them home, whether often or not. The sight of them is just so common. Everyone walks out of the grocery store with a cart full of them. (No, I don't live in a city lucky enough to have a ban or a bag fee.) Maybe we think that we will use them to wrangle our trash to the bin or maybe we think we will recycle them.
Even if all of the bags were recycled (and just for reference, apparently only something like 6% of plastic bags are recycled) they can only be down-cycled once into something other than a plastic bag. This is not a closed loop system. The landfill is where many plastic bags escape and begin to blow in every direction... the thing is that they never blow "away"... each one will be with us for the next 1000 years, at least.
Just stick whatever reusable, compact bags are laying around into your purse/bag/backpack... stick one or three into the glove compartment... stick one in your pocket... grab a bunch on the way to the grocery store... and never ever bring home a plastic grocery bag again. Small shopping trips often require no bag at all... a bagel on the way to the office can get eaten out of hand... milk + eggs from the grocery store can get carried out the same way they were carried up to the cashier... those jeans from the thrift store can tuck right under your arm.
Just make the commitment. I'm doing it too. No more plastic grocery bags, ever.