Charlene at Crazed Parent offers a Sharpie keychain (for quick labeling of anything she needs) and a clip for her keys she can snap onto her pants while at the park.
My husband uses the clip but just to take the key fob for the car off, he then leaves his entire keychain in the glove box and carries only the door lock fob in his pocket.
Ironically, he learned this from the young people he works with who are too cool to carry their keys at the bar. But it works for parents too.
Those young people do the darndest things!
I swear by the keychain clip. I carry my keys on a big-ass carabiner (the kind used for rock climbing), which I can clip onto or hang off of anything. Overkill? Perhaps. Certainly not stylish, although outdoor-chic works here in Portland. I keep my keys clipped to the outside of my bag so I can open car doors without having to fumble in my purse (I too have a keyless-entry key fob). Especially welcome on rainy days.
Tangent: why are those little electronic dingles called fobs?
Regarding the Sharpie keychain: very cool, but it would be just my luck that the cap would come loose inside my purse.