How important is it to avoid bagging out in Spades?
What's the alternative to bagging out? If you over bid, you risk losing the number of points of your bid. If you under bid, you have a good chance of making your bid, and any bags are effectively minus points for that hand, but you still get the points for your hand. 

For example, a bid of 9 that doesn't make it sets you back 90 points. A bid of 5 with 3 bags effectively nets you 20 points. So what's better, -90 points, or 20 points? 

One flip side of under bidding is that you might make your opponents over bid, causing them to go set.