I kid, fanny packs are sweet, but these devices are actually something that could be really useful for my geeky self. The gadget shoulder holster goes around one shoulder and can hold your MP3 player, cellphone, keys, USB flash drive, or anything else. It is reported as being pretty comfortable by Thinkgeek's hired monkeys, also. The gadget hip holster is really the same thing but it goes around the hip.
I may have to weigh out some options: be uncomfortable with my pockets...