I just slip it in my back pocket of my pants, or if I'm carrying junk, it goes in my messenger bag. I have a regular size u-lock. It is also close in case I have any encounters with cars.

I fugure the only time I need the lock is around town, when I already have street clothes on. On longer rides, I won't carry the lock because I won't be locking up, and my clothes probably won't have pockets. Got it?