Snorkelling bags should be two things - lightweight so that they are easy to carry to and from the snorkelling site, but it also needs to be strong and capable of withstanding abuse from the sun, sea and sand. Mesh bags are a great idea as they are light, are usually made from a strong or coated material and also allow your snorkelling kit to drain and air which helps to prevent your equipment from becoming stale and mouldy if left for long periods of time before washing.
Snorkelling bags usually come in either rucksack or duffel styles. Rucksacks are easy to carry over longer distances and keep your hands free whilst duffel bags are usually larger but can be cumbersome to carry. The style of bag that you will need will depend entirely on how much kit you have and where you plan on snorkelling.