I put them inside a large kiss lock framed
"costmetic" bag that came with a bare esscentuals kit like a year or two ago. I noticed that a) my keys are pretty much germ finders (putting them on counters, dropping them on the ground etc) and b) it was a pain digging around for them b) I didn't want to have a key snag the lining in my bags.
I also put other things like lipstick and lip gloss in there too Just in case they melt they don't get all inside my bag too.
edit: Oh and it's the opposite of a hassle...it's really easy to grab out the clutch thingy rather than fish around for my keys. And I remembered that #1 reason I decided to do this....my keys would bang up against my wallet and put gouges into it. That was no bueno