I usually just keep a cob or beater in my pocket. For me, even things in my pocket take a beating, which is why I usually choose to keep a $3 cob in them over a nice briar. If you're anything like me, then you're gonna want to consider if the pipe is gonna take a beating or not, and if so, is it cheap enough not to be of concern. If it's not gonna take a beating, then you might want to look at those little vest pocket pipes. I see them floating around Ebay all the time. Although I've never owned one, they're small and look neat. I plan on getting one at some point. As a bit of warning, I've noticed the cobs I keep in my pocket often get loose stems over time. I don't know if it's because they rattle around or if that is true of all pipes, but that has been my general experience. That is also why I'm afeard to keep anything more than a second cob or estate pipe that already has a lot of abuse in my pocket.