[adouglas]

I like to use an ordinary split ring attached to one of those plastic/rubbery bracelets they sell to support charities (like the Livestrong bracelets).

It's soft, brightly colored so you won't forget it, you can put it around your wrist when you don't have a handy pocket, and it makes it easy to park my keys in my helmet… I run the velcro wrist strap of my glove through the bracelet and stick the gloves with keys attached inside my helmet.

I also have a pair of house keys. I have a piece of clear plastic tubing that I stick the business end into. So the whole thing is non-scratch.