Would I look like a complete dork/loser/etc if I brought a bag lunch?

[Milo]

No problem at all, so long as you are permitted to bring stuff in. I'd suggest a small backpack with a soft cooler thingy, rather than an actual cooler. At some places they don't want you bringing in your own alcohol (like Canterbury), so a backpack arouses less concern on the part of security. I got stopped on the way into CP with an open diet coke, and they made me toss it, but I've brought a backpack or a large briefcase in several times without a hitch.