The key objective of training with the heavy bag is to effectively and quickly land quality punches. The bag is big and heavy in order to develop punching power. Proper technique is not just going to town on the bag until you can't feel your arms. You get a lot more power if you use proper leverage.

Punching Bag Leverage:
Use your whole body to really move the bag. You can't effectively hurt an opponent by swinging and not putting your body into it. You won't land very effective punches and you will probably get winded very quickly. To generate a lot of power, you should try to effectively channel your body weight into your punch.

Lets look at throwing a right punch (cross). As the right hand is thrown, strive to pivot with your right foot, which will bring your right hip into towards the opponent while your left foot catches your weight after the pivot. This will channel your weight towards your opponent and put a lot of power behind your punch.

The Heavy Bag Pop:
If you have ever watched a good fighter train with a punching bag, you'll hear a popping sound every time they hit the bag. This is because he is properly transferring his weight, pivoting off his back leg to bring his hip in, and channeling all his body power into the punch. If the bag makes a softer sound, chances are weight is being transferred wrong.

It might be fun to just face the heavy bag directly and just take out all your angers and frustrations but turning in with your body will reduce the energy required for your arms and instead shift that energy to your back and legs, and you will be able to last longer. Have fun, train hard, and get as much as you can out of your punching bag.