Good question that made me think. I always have my wallet/ID and keys, though.

When in the "normal" urban mode:

1) Handgun
2) knife
3) cell phone

At night, I add one of my many flashlights.

Backpacking/camping:

1) Handgun and/or bear spray
2) Knife
3) Key ring containing a Micro LED light, whistle and Leatherman Squirt

I know I fudged on the numbers a little, but it is the truth.

ETA: the key ring also has a lighter on it