On the bike I carry my front door key, garage key, office key and D-lock key at all times, they are all slim enough not to make it awkward, only the car key is bulky, plus the additional weight can help prevent a key from bouncing out of your jersey pockets. Or make more of a racket in the unlikely event that they do spontaneously eject. I have actually lost my front door key while out on a run, I didn't hear it fall from my running shorts. You can imagine it wasn't fun to re-run the entire route again, luckily spotted it in a puddle, naturally at the further point from home possible, sods law and all.
Mainly due to this event, I only ever buy jerseys with zip pockets now!