I use a Travelon denim (synthetic) bag as my constant companion. It holds 'enough', meaning that if it starts to bulge, it's time to cull. It generally has my cards and cash, phone, keys, minimal cosmetics set, brush, glasses case, and pepper spray (on lanyard in the zipper-less center pouch, E-Z grab).
On trips to the electrologist I wedge in the numbing gel and some wipes. Ice and bottled water goes in a separate small insulated bag.
That's how I roll, anyway.