Purg is the acknowledged expert on this, so everything he said.
I'll add that I never changed bags, just did the big bag in a shopper's sack if I got out. At home, while at work on the computer or in bed, kept the big/night bag hanging upright in a mop bucket so that all the valves were pointed in the right direction.
If you're only "on the bag" for a week or two, it is safer, infection wise, to leave it alone, unchanged. If you decide to change it, use gloves, and clean the connections with alcohol pads or gauze pads sopped in rubbing alcohol. As my nurse warned me, "if you develop a UTI with the cath in, you and I will be spending the night with you screaming in pain in the ER while the doc is at dinner at the country club".She convinced me.