New Dolphin Pool Cleaner Questions

by Vince
(USA)

I just bought my first pool cleaner. I went with the Dolphin based on my research it seemed to be an good choice. I was wondering about the nasty bag.. I see there is a wonder bag for the dolphin but they are too expensive. do you know how the nasty bag compares to the wonder bag?
Is it really important to remove the robot cleaner after its run time cycle or can I leave it in the pool for a longer time... Its not that I would leave it in for extended periods of time, its just that I might throw it in and leave for the day. Also is it ok to leave the cleaner out in the sun or should it be covered... what is the best method for storage??