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I'd probably go with whatever bag is comfortable and appropriate for the rest of the trip. I'd assume a relatively small backpack or sling, which will be comfortable to carry when you're tromping around. Then, get a good quality dry bag that the whole pack can slip into (should be some good options at the link Glenn posted). Assuming you're talking about going ashore in a dinghy or something, you can then take it out of the dry bag, which you can roll up and bungie to the back of your pack. Depending on the size of the sailboat, it may be appropriate to stow your gear in the dry bag on board, too, if you're in chop, etc.
A largish multi-purpose dry bag is a pretty handy thing to have on a boat, anyway.