You all carry lots of things!
I have a very minimal setup. I have this pouch that came with a minidisk player years ago.
I load it up with my meter (Freestyle Mini), pack of strips, a handful of lancets (about 15) and the lancer. As I use the pieces up, I put the lancer head-on into the head, then put it back into the bag with the strip. There might be a better way of writing that, but you can see what I mean with the used one in the middle of this picture!
It's clear which ones have been used, and at the end of the day, or when I remember, I tip them all out on my desk, put the used ones in the sharps bin and refill with lancets.
Things I like about this: very lightweight and compact, doesn't use much space, no filling with zips or fasteners. Can store insulin needles in there if I need to.
Things I don't like: feels a bit dirty to have the used ones floating around in the bag. No room for insulin pens in there.
I usually put the bag wherever's convenient, which is a pocket if I'm wearing a coat, or in my bag, and the insulin pens go with it.