I have never used a hop bag and my beers turn out great. Some I filter and others I'm too lazy and pour the whole thing in. Like others have said, the hops, yeast, break material will all settle to the bottom. If you want to make sure it is all down there, cold crash for a few days.
Primary: Da Yooper's House Ale
Kegged: Oatmeal Stout
On my list to brew: I have no clue!!