I always bag at the checkout in Aldi and can keep up with them scanning. I can't be doing with double handling stuff and putting it in the trolley then packing at the counter or at the car, it might be efficient for them but it's not for me!!
You need to be prepared.....have those bags that hang over the sides of your trolley or have the bags for life that stand up open when empty. Put similar type products down the conveyor belt together e.g. bottles, tins, fruit & veg, meat / fish so you can pack efficiently and fill a bag at time. Anything squashable or breakable such as crisps and eggs goes down last so you sit them on top of full bags. Big things don't really need a bag e.g. boxes of cereal, toilet rolls also go down last and can just sit round the sides of the bags in the trolley and go straight in the car boot or bagged later.
Yes, it's practically an olympic sport if you get somone who's fast at scanning but it's hardly a traumatic experience!!