I have a neck lanyard with:
toy/keyring caribiner
Keys
modified fox 40 classic
arc AAA
SAK (the tiny one with the nail file and little blade)

This actually sits in my pocket most of the day, as i am not allowed to wear a neck lanyard at school. When it is on my neck, it does rattle a lot (I have a LOT of keys). I've toyed with the idea of elastic/ranger bands, but it just looks silly <img src="images/graemlins/confused.gif" alt="" />