I know this is an old thread but maybe this is of help to someone: There's a wallet called an Amphipod (http://www.amphipod.com/080/080.html) that hooks into the waistband of your shorts or tights and is big enough to carry keys-money-plastic plus one or two essentials like a non-applicator tampon or maybe a gel. It's wonderful.

(I have no commercial interest in Amphipod, just a really happy customer.)