First, I did some research. In this case, that meant looking at examples of the kind of bag I want sold in online stores (and in a real store, now that I think of it). I quickly found a shape I liked which also didn't look to hard to make.
Although I was planning to use stash material (an off-cut of a black-out roll curtain, to be precise) I also looked for "fabric". It turns out you can buy that stuff, from which near-indistructable bags are made, by the meter. You know, that plastic on a woven back which is used for covers on trucks too and for good quality banners for outdoor use. The name of the material, at least here in the Netherlands, is bisonyl, the standard width is 250 cm and it comes in lots of colours.
The bag I am making now is a bit of a test-case but I definitely consider buying this stuff for a later, fine-tuned, version.
Sewing-wise, I had to start with the most difficult part: Inserting the zipper in a shallow U-shape. Fortunately, I could study the construction on my old sports bag. That is how I found out that the edges were bound with nylon tape and the zipper sewn in with single lines of stitching close to the edges.
I didn't have a lot of material which could make a sturdy enough binding and had the right width. Just enough for one edge of the zipper, to be precise. So, I decided to use it on the inside edge and just sew the zipper directly to the cut edge on the outside.
It was fiddly but it worked.
Like the bisonyl, my "fabric" shows its weave on one side and a smooth plastic layer on the reverse. I'm using the woven side on the outside of the bag but I thought it would be better to add a second layer, with the smooth side facing out, on the bottom.
And of course, I am going to need a separate compartiment for my wallet, keys and phone. I'm making that on one end. I'll just double that piece (although I will have to use a different material on the inside, I'm out of curtain) and put a zipper in the outside.
With these bits done, it is time to pick some strategic places for straps and then put the whole thing together.