Small bags work, but aren't always as easy to use on the fly as jersey pockets.
For example, the newer compact cameras and phones easily slip into jersey pockets covered with a plastic baggie so as to prevent moisture damage. There are some nice poly cases for compact digital cameras that can be had on Ebay for $6 that are a vast improvement over the baggie but that add a little bulk.
Oh yeah, and by pockets I mean that most of this stuff ends up in the back pockets of the captain's jersey which, for all intents and purposes, really belong to the stoker. Some stokers will carry them in their own pockets, but having them in front instead of behind seems to work better.
As for cue sheets and maps, a lot of teams will simply use a pair of alligator clips to attach them to the back of the captain's jersey such that they are always right in front of the stoker.