When I go running, I take my wallet, bus pass, phone and keys with me. Some days I also carry my sunglasses case depending on the time of day I head out. Since I carry so much with me, I discovered an easy solution. I found an old Fanny Pack in the closest and have been using it ever since.
I keep my phone in the outer most pocket for easy access in case my wife calls while I am out running. My wallet, bus pass and keys all fit in the middle pocket. Last but not least, I place my sunglasses case in the inner most pocket.
The Fanny Pack even provides a built-in incentive. As I started to lose weight I got to make the fanny pack tighter to keep it from falling down!
What do you use to carry all of your items when you run?