I've read that using - don't laugh! - hemorrhoid ointment under your eyes can reduce the bags because the ointment itself is designed to restrict the size of the veins. It's inexpensive, and, if you wear glasses, you're probably more conscious of it than anyone else. If you're REALLY concerned, getting a slight tint to your lenses can help to hide the bags. If you don't wear glasses, there are always tons of makeup products designed specifically for this problem.
Don't be so self-conscious -- most people won't notice it, I guarantee!!