The classic way is to moisten the your index and thumb and then do the rubbing methos, usually with saliva, but of course there's germs because who knows what you've touched while picking up groceries.
Another way to get some quick moisture on your finger that does not include your mouth: If you happened to have picked up some items from the refrigerated/frozen section, like cold beverages, a jug of milk, plastic wrapped meats/food, a tub of ice cream, perhaps a six pack of beer, often there will be condensation on the outside of these items. Just swipe your fingers across the item to pick up some moisture and get to bag separation!
This seems to be more common in Asian grocery stores, but often at the checkout lanes, I've noticed the cashier and/or baggers have a small container of this stuff:
Essentially a waxy substances that you dip your fingers into to get a better grip on stuff- bags, paper, money, whatever.