I've noticed that I tend to put a forward spin on the bag when I set which tends to cause the bag to roll off of my foot on impact. Consequently, I'll start travelling forwards myself, to compensate for the bags travel.
I also find that the more broken in the bag, the less of a tendency it has to roll off a set. For example, it is fairly easy to set without adding spin with like a broken in sandbag.
I've tried putting backspin on the bag (when the bag rolls towards the body) with little success. My toes always catch the bag on release and impart topspin on the bag. I think people might use backspin when juggling two bags though, which is probably why I can't do it very well.
Sidespin is never a good thing. Ever.
Ideally, I think that neutral spin (i.e no spin at all) on the bag gives the best results. Neutral spin can be achieved by making the sure the bag isn't moving on the foot when it's being set and also by making sure the angle of the setting surface is parallel to the ground.
Rory "Tophat" Dawson
"You can ask a stranger, my legs is fast and danger!"