The downside of leaving the house is that I have to carry a key to get back in. I have to carry keys to get into work too. And for my U-lock. So carrying the Pitlock key (which they call a "pit") is no big deal. I got a clevis pin for $1.19 at the hardware store. I put the pit on the clevis pin and thread the clevis pin on to my keyring.

Seems like a good time to run through all the security skewer options. From cheapest to most expensive:

• Nashbar Bolt-On Skewers are inexpensive and at least makes a thief find a 5mm. $15 per set regular price, $10 when on sale. I use them on my bikes that will only be locked for a few minutes while I run errands.
• Delta Hublox use a special wrench you can keep on your keyring. $30 list price. Downside: All sets use the same wrench.
• Pinhead Skewers also have a special wrench for your keyring, but have many (an unknown quantity) of different wrenches. They also make locking seatpost bolts and headset caps. In addition to selling under their own brand, they private-label for others. On-Guard and Trek locking skewers are made by Pinhead. Prices vary by set and brand.
• Pitlocks have 256 different special wrenches (which they call pits). They also make locking seatpost bolts, headset caps, V-brake bolts and disk-brake bolts. Sets are available keyed-alike, special-order. (I have three that use the same key and include skewers, seatpost bolt and headset cap.) Available in the US at Peter White Cycles and the US & Canada at Urban Bike Tech.