I try and take minimal stuff, spare car key only, so no house keys on the ring, old wallet with just the cash in it and a donor card, and my punting phone.
I tend to try and pay the girl before the shower stage, so that's out of the way, leaving only the 20 or so i have stashed, usually ends ups in a small hidden pocket in my coat, which i leave in the room along with my punting phone, keys i tend to put in jeans pocket, as i'm probably still wearing those on the way to the shower.
only problems i've found... dropping keys in the bathroom, which is usually fairly noticeable, and the odd feeling of a thin wallet adn only one key in your pocket, which can lead you to constantly checking they are still there
I find outcalls to hotels harder, because you tend to have everything there, so i've been known to put stuff in a bag in the car, or if available always make use of the room safe