Issues like this are quite honestly the reason why I started wearing cycling jerseys (with pockets).

Assuming you don't want to go that route, a saddle bag can be great. I also got a little triangle bag that attaches to the top tube and seat post tube for my more casual riding around bikes, and it works great for holding my pile of office keys if I sneak out for a lunch ride.

String or lanyard around the neck works if you're riding in an upright position (like on a hybrid); not so much if you're in more of an aero position.