Earbuds in key case
Since I listen to music on my phone I like to always have my earbuds with me, and this is my solution. I have a keyless car (a VW Tiguan) so I never need the car key in my hand to operate the car, I just have to have it on me (I believe the car uses Bluetooth to communicate with the "virtual key" in my pocket). I touch the outside door handle to lock/unlock the door, and to start the engine I push a button on the dash. In 2016 I moved to a new house with a keypad doorlock, so I don't even carry a house key anymore. I have a small key case (pictured above), about 2x3 inches with 2 zipper pockets, one that has the car key (which is never taken out) and the other with my earbuds. I always have my phone in one pocket and my key case in another pocket, so listening to music is always available to me.

Now I usually use wireless earbuds. The disadvantage is that they have to be charged, so I keep them in a charger, not my pocket.