My pen drive came with a stinky cheap plastic lanyard. I use a fabric cell phone strap instead. All I need it a strap to help me see the drive better so I don’t leave it plugged into a computer somewhere.
I have had two cars with ignition problems caused by overweight keychains. The result is that my keychain now carries only the minimal number of keys I need on a regular basis. I have a secondary keychain in my purse (which lives in my car) with keys I don’t need on a regular basis.
I carry my USB drive in one of three ways–
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In a pocket of my laptop bag, if my laptop happens to be going with me.
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In my pocket with my cell phone, if I don’t have my laptop with me.
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In my purse, if I happen to be wearing clothes without pockets (which is common for women’s clothing), or if I have too many other things in my pockets at the time.
I LOVE the Swiss USB Pen knife, though!! I also happen to own three Swiss Army knives. I use them frequently, but had a hard time carrying one around with me without losing it. So I invested in three basic knives, and I keep one at home, one at work, and one in my car.