not a woman so I haven't tried these but...

with a full dress in a by-gone day a smallish pouch could be worn 'round the waist and hung inside without being very visible. Often worn this way for carrying money so it would not be picked. There are modern equivalents made by eagle-creek. In a slim skirt without a purse you really don't have many options. Tho' I'd love to see you dressed that way It means that you will have to lean on someone else for supplies and protection. You're not going to be packing much heat that way either. You could carry some sort of push-dagger on your key-chain (you will solve the need for carrying keys) and potentially sharpened oriental hair sticks to keep you locks in a bun. Other than that, if you are showing your figure you won't be hiding any supplies.

OTOH, If you carry a decent purse you will have more luggage capacity than most men in a decent dress suit. And that's not even a large purse.