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I carry my keys on a small ‘biner hung off my belt loop.  This provides easy access to the keys even when seated and since I require quite a few keys also helps in reducing bulk in my pocket.  

The downside to a ‘biner is the slight risk of a keyring escaping and those keys being lost.  This has happened to me only once in the past decade I’ve used this system but it was enough to require a solution.

Using a short piece of gutted 550 cord I tied it in such a way as to create two loops.  These loops are threaded onto the ‘biner in such a way as to create a secure space for the keyrings.  In order to remove a keyring one of the loops of cord can be slid upward and off the ‘biner.

All-in-all I’m very happy with the security and performance of this system.