I posted a bit in Mark's comments (which are far fancier than mine) and
I wanted to share and expand on it here.
Anyway, I carry two keychains (real, not computer-based) one for life and one for work. They trade places inot and out of my messager bag on work days so I only have one set on me at any given time. I too have my club in my trunk now. I should remove the key from my ‘life’ keychain and put it in my glove box for when I want to use it….
I carry fairly small keys. House key, car key, car lock-fob, knife
and the key to the padlock of our storage locker. Oh, there's a connector to
another keyring that has the keys to a friend's truck. My work keys have an RSA
keyfob, four door keys and a computer key.
This
pretty much came about because I don't like too much in my pockets. I hate
having my wallet in my back pocket, but it takes up too much room in the front.
I get around this in various ways. Cargo pants, put it in my
messenger
bag, fanny pack, I've even been know to hide it in my car.
The flip side of this is that I sometimes wish I had [insert
whatever here]. Back in college I carried a fanny pack. It started out as a
generic condura backpack. You know the ones that came in dull colors and had
leather bottom sections. It was too much. About halfway through college I
switched from full size binders/notebooks to half size notebooks. I rarely
needed a non-folded piece of 8.5x11" paper, so it worked out well. I got a
medium size fanny pack and away I went. I was essentially a purse. It had my
wallet, keys, notebook, pens/pencils, pocket knife, checkbook, etc. It worked
very well for me. Amazingly, it was never stolen...
Now, my messenger
bag has taken over that role. In addition to much of that stuff, it also carries
my PowerBook (and it's pals the cables, adaptors, CDs, etc.). In some ways this
is fine. In others, it's not. It works well for coming and going to work, but on
weekends it kinda sucks to have jumped into my car and zoomed off to the store,
only to realize that the hopping list and my wallet are at home snuggled up in
my bag... Taking the whole bag to Costco wouldn't work either.

maybe I
need to find a computer bag that has a "sub-purse" or fanny pack that I could
pull out with all my vital gear. I'll have to see if
InCase (website
not quite functional) or
Crumpler makes anything like that...