I fill out everything on the bags: name, account #, location, location ID number, cash vault ID etc, after a while you memorize them all. Never had 1 location insist that they be the ones to fill it out. Its 10x quicker to fill them out with a sharpie on your table when they are flat and empty then it is to bring them into the bank and have the teller try to flatten them out and then write on the bag when its full of $500 in halves.
As for how much you can bring at a time that all depends on the size of the branch and how receptive they are to you (i.e. mind your manners). I would say start out small 2-4 bags max, get them used to you coming in and exchanging, and then start ratcheting it up if that is your desire and see how they respond. If you are the new kid in town and start brining in 8-10 bags they will get annoyed almost guaranteed.