I found the Gerber bags to be the best, but when you start pumping a lot, they can get expensive. So if you want a cheaper solution, too, I have also used the cheapo, generic brand liners from WalMart. I just double bag them, fold down the top, and staple it. It also worked great, and I have never had a problem using either of these bags.
As for how often, and how long, you should be pumping, you may want to start out slow. You should work your way to pumping at least 6-8 times a day, if you can, and the duration of pumping should be 10-20 minutes. Don't go on full suction, especially when you first start out, as you can harm yourself if you are not used to it. What I did was just start out 6 times a day right away, and have always pumped 15 continuous minutes each time. Some people recommend pumping 5-7 minutes, taking a 3-5 minute break, and then pump another 5-7 minutes. This can help acheive another letdown. I found, though, that if I just pumped for 15 minutes straight, I ususually have another letdown after 10 or 15 minutes. So each person is different. Find out what is comfortable for you, because that is the most important thing. You don't want pumping to turn into a pain in the butt. I just sit down in the front room in front of the tv and pump away.
Good Luck! And hopefully I answered your question.
