There is a brand of completely biodegradable garbage bags. They are called:
Though they are a bit more expensive and not quite as water proof, they work extremely well and are better for the environment
Wax paper bags are also good though can usually only be used once. Resealable plastic sandwhich bags are okay only if they are washed and reused.
Throwing plastic sandwhich bags and grocery bags out after only one use is a waste of resources and money along with being terrible for the environment.