I think I've even gone so far as to use a ziploc when I ran out of bags once many years ago. I hated doing it, but I didn't want to send the sketch naked! At least the ziploc would protect it from water. 
I've gotten artwork that had little to no protection at all -- e.g. stuck inside an envelope with no stiff backing, no fragile markings, etc. It amazes me that those don't get bent in half, etc. I've been lucky in that nothing has actually ever been damaged.
I've also gotten sketches rolled up before that I had to flatten out using some heavy books. Thankfully, I have some rather large math and physics books from college that do the trick quite nicely!
