My main carry bag (Tamrac Velocity 7) has a small zippered pouch in the top made to carry small items like memory cards, etc. I keep my CF cards in a pouch in my pants pocket, though, in case somebody steals my bag when out shooting. I keep at least one set of batteries in the bag but stored in a hard plastic box (from Thomas Distributing).
Best,
Andy
I permanently keep a couple of older CF cards (2gig type), plus a spare battery (1Ds2) in my Domke F2. I'll rotate the battery when I recharge the one in the camera.