I use a fanny pack when I'm in my tennis shorts out and about. My trusty m&p bodyguard goes in there, holstered, along with my wallet, flashlight, keys etc.
I bought mine at Walmart for nothing, and couldn't be happier with it. The shape is more rounded vs the square or trapezoidal looking ones, which I appreciate. I use mine quite a bit although I must confess I don't wear it around my waist but it's slung across my chest.