Get this:
http://www.wiggle.co.uk/sks-s-blade-28-rear-guard/
Ugly looking blighter but it does a good job - literally takes 5 seconds to put on with an over-centre cam strap and stays put.
Stops your back/bum/saddle bag getting sopping wet.
I just stick it on when on the odd occasion I go out on wet roads.
The silly thing as is now you've posted this, I've remembered I do have an sks rear mudguard hanging up in the shed that I took off when I sold the main bike from before.
Used it all the time on that Mtb, and just completely forgot about it when i got a roadbike.
So cheers for that!