When not at work, my wallet and keys… I do not own a cellular phone, iPod, or that lot.
At work, err, yeeesh. I have one pocket in my lab coat and 2 in my scrubs top, and I wear a, yuck, fanny pack at work because I hate being caught short on my supplies when I forget to restock my tray. I can usually get through a chunk of my round without having to restock because of it, restocking next time I am near supplies rather than making a special trip. I have a couple of pair non sterile exam gloves , an assortment of vacutainers (adult of various types, maybe a few pedis), various needles (from 19 gauge to butterflies), (most of what I carry can be seen here , at least one tourniquet, a couple of 10 cc syringes for those really tough draws (hook them up to a butterfly for the tough ones), alcohol preps, bandaids, medical tape, at least one pen, 2×2 gauze (individuals, sealed), a small bottle of water free hand cleaner, an unopened digital thermometer (someone always needs one and asks me to get one… be prepared), and a cellular phone for work only.
You see why I use both pockets and fanny pack at work.