One great thing to do with them, for anyone that sews, is to fuse them together to become one thick plastic sheet that can be sewn like fabric to make anything from purses to rain coats to shoes to new shopping bags to whatever. It becomes hard to tear but you can still cut and sew it.
A really simple bag fusing tutorial with video can be found on etsy.com's how to section and another tutorial with a slight difference at cut out and keep. There is also a tutorial on the threadbanger website on how fuse the plastic and also make a padded laptop case with the newly fused plastic.
Threadbanger mentions that you should not use pins when sewing the fabric but that you should use bobby pins instead to prevent having too many holes in your 'fabric'
Another great thing is good news for people that like to crochet and knit is to make plastic bag 'yarn'. This is also really simple and again you can make bags or anything you would normally knit or crochet, even dresses.
HERE is a tutorial where you knot strips together. I personally don't like knots when I am crafting so I use this tutorial found at wiki how.
Just for a larf, before typing this up I used the search option on wiki how and looked up more tutorials for things to do with plastic bags and found a few of interest.