I ALWAYS buy it in bags... First, instead of having a one gallon jug that isntantly contaminated when you open it, you get 3 1 litre bags that you only have to have one open at a time.
Second, you can throw the bags in the freezer and thaw them out overnight.
Third, the bags themselves are really heavy plastic and make great bags for freezing other things. I use them for packing, too.
See this link for pics and an nice description of how it all works:
http://www.perth.igs.net/~ianlloyd/gotmilk.htm