Everything is getting smaller, meaning everything's getting easier to lose.
Think about it; any combination of your cell phone, Bluetooth, thumb drive, memory stick, digital camera, PDA and iPod could easily fit into one pouch.
I say get a pouch (No guys, not a purse, not a man-bag; a pouch). Get a pouch that fits easily in your briefcase, or purse (ladies!). Have a locking drawer at the office and at home and get into the habit of immediately tossing the pouch into that drawer (and locking it!). If you don't have a locking drawer, get a lockbox from Staples for $50 -$60.
This will train you to keep all those little gizmos in one place and keep them away from the sticky fingers of children, babysitters, shady office visitors, etc. When you're on the road, don't leave the pouch in your hotel room unattended. Drop it off at the front desk safe or stow it in the trunk of your car. There's no such thing as a good hiding place in a hotel room. Anyone tossing a room for bootle knows them all.
Bottomline: think pouch! An old money pouch will work just fine.