I have been using playtex sterile bags for a couple years, but it is difficult, as the opening is small.

I have heard of breeders using freezer half gallon bags, etc, but are they sterile enough?

I love the bottle liners with the ring on top.
already form fitting and easy to hold on to, just be careful not to get the ring above the swelling bulb.

we have tried zip bags and my boys have poked a hole in them before.

The bottle bags are just too small for a well endowed boy. Just order the collection bags that are meant just for this purpose. They are perfect!

You can order 100 disposable collection cones from A to Z Vet Supply for under $20. You do have to have a collection tube to attach.
http://www.atozvetsupply.com/SEMEN-COLLECTION-CONE-100-CT-p/70-scone-100.htm

I just use a normal plastic bag (similar that you use for sandwiches)http://en.pmt.is/assets/shop/i_180_s.jpg