So if I do a secondary fermentation for a double IPA and transfer it to a carboy(better bottle) should I use a steeping bag?, or is it better to keep it in the primary fermenter and add the dry hops there and not use secondary fermentation?
I usually use a secondary fermentor when I dry-hop something. The idea for that is to get the beer off of the bulk of the yeast cake, so no autolysis flavors are produced.
I also don't use a steeping bag. I could tell you about how the bag gets in the way of proper contact with the beer or whatnot, but I don't really know anything about that. The reason I do it is that it took me over half an hour to get a bag full of wet hops out of my carboy the first time I dry hopped something. I decided that I could live with a few bits of hop material in my beer after that.