One reason that some people prefer to carry big bags into the movies is that they are perfect for storing extra snacks and drinks, so the lines at the concession stands, not to mention their high prices, can be avoided. We know that we're not supposed to do it, but slipping a can of Coke or a bottle of water into a handbag will save a few dollars and you can pick out a snack at the store that is something other than the standard theater offerings.
Speaking of theater offerings, another reason to consider taking your own snack is that most movie theaters are diet disasters - even if you're not actually on a diet. A large popcorn with butter can have more than 1,500 calories and 120 grams of fat. Movie sized boxes of candies usually contain multiple servings, so those calories can add up quickly if you're munching in the dark.
A snack bar or a small bag of trail mix will satisfy you better than a tub of popcorn, since it won't leave you feeling greasy and bloated from eating way too much in a short time. Hard candies and other regularly sized sweets are better options, or you could even bring a bag of sliced apples if you want to be a really healthy snacker.
Admit it: you've done it at least once. What's your favorite food to sneak into the theater?