I get away with a 36"x43" bag...I got it online but couldn't tell you from which retailer. It works, but it's not the most comfortable solution.
Depending on your budget, you might look into a Harrison changing tent. I'm sure they're much more comfortable than the changing bag.
The biggest problem with the bag is that you have to either put something inside to hold the top up, or put up with the fabric from the bag getting in your way. It's not only frustrating, but as you begin to sweat in there (and you will), the fabric gets wet and then you have to be extra cautious not to get the wet fabric against your film.
If you do buy the bag, I suggest buying some pvc pipe and connectors and building yourself a frame for inside of the bag that will hold the top up. Much easier to work in than an unsupported bag.