I keep my wave with the rest of my PSK in a maxpedition fatboy.

The only items I always have on my person is a small sebanza carried lose in the pocket, not clipped on, with a miniFox40 attached to the lanyard, larger folder IWB on my boxers so the clip won't show, fresnel lense in the wallet, & a Micra w/ Photon II on my keychain.

As much as I would like to carry more on the person or the belt, my thighs make any contents in my pockets bulge out, and hanging a larger belt bag or visible knife clip on the pocket or belt would be conspicuous.

Before the white collar work I wore a New Sun pouch that carried my wave, surefire E2E, & earplugs.

Now my maxpedition carries:
mechanix gloves (good for cold steering wheels)
latex or nitrile gloves
Ti Spork - great for eating lunch leftovers
Rite in the Rain notepad
Space Pen
E2E
Ritter PSK
Vaseline lip jelly (good for lips, fire, lotion, nice small tube)
Ear Plugs (riding the train, naps, or trying to cut out office noise)
USB flash memory
Wave
RSK Griptilian
Lighter
Energy bar or two
Garmin Vista

My bag just stays at my cube. While it isn't as handy as having it on person, it is still readily available.