Now I carry mine in the bottom of the zippered leather couch I use as a wallet. (A bad back made me give up on regular wallets in back pockets.)
I also carry some EDC items, including my Space Pen, in a small zippered pouch in my front pants pocket. I have lost a couple EDC items over the years through small holes worn into the pocket. Right now, I'm using a pouch made of hemp. Very durable, thin, and doesn't feel clammy next to my thigh when it is warm like a nylon one might.
I keep a Space Pen, Leatherman Micra, and a Fenix E05 AAA flashlight in the pouch. They are all basically the same size and shape. I feel that the pouch is more compact and less likely to wear a hole in my pocket than similar items connected by a keychain would be.