The one downside with poly mailing bags is that they’re not suitable for writing an address directly on. You can easily use ordinary paper secured with sticky tape, especially if you’re only planning on sending out one or two items. If you already have self-adhesive labels, all of the different ones we’ve tried fix themselves to the bag without problems.
There are a wide variety of labels available, depending on whether you want to hand write or print them and if you are printing, whether it’s with an inkjet or laser printer etc.
The smallest quantity we’ve found on eBay is 200 on a roll for £1.99. Unless you also have other uses for them, it probably really isn’t worth it!