My keys are stored and grouped on individual key rings. All four key rings are joined with two key rings made from aviation cable available from here:
http://countycomm.com/ring.htm
I wear a Maxpedition Keyper key retention loop on my belt that the key rings attach to. The Keyper is available here:
http://www.maxpedition.com/store/pc/KEYPER-34p203.htm
Other non-key objects that are part of my everyday carry include a Gerber flashlight, a fingernail clipper, and store loyalty cards. I don't think it's a good idea for one to only use one's pockets for storing any physical object that you need with you on a daily basis. This includes your keys, wallet, cell phone, change, etc. I highly recommend the use of a belt bag that can keep your wallet, cell phone, change, and other objects from getting lost. What I use for this is the Maxpedition M-1 Waistpack available here:
http://www.maxpedition.com/store/pc/M-1-WAISTPACK-6p128.htm
Avoid small non-locking carabiners like the plague! I nearly lost one of my key rings at a store once. I was lucky in that some unknown stranger turned in the key ring to the store. When I'm in casual clothing, I put my key rings on a large metal locking carabiner that I have attached directly to my belt. How you organize your keys is entirely up to you. Whatever you do, just make sure from now on in that nothing gets lost.