I bought my speed bag from Lewis Drake years ago and use it for all my clay shooting. It has a leather strap as well. I'd highly recommend the leather bag but strap is just kinda preference.
I use the Boyt canvas gun slips with leather trim. They have two kinds as I remember. On the one I use the gun is inserted from the top and the strap is then buckled. The closure on mine has a plastic composite quick release but it's covered with leather for a more classic look. The other type has a full zipper. I also have a nice older Orvis full leather monogramed gun slip that was given to me as a gift. I think I like the Boyts better.