I have a small Maxpedition pack that goes with me wherever I go. Looking in it now, I have the following: old dog tags on the outside, police badge clipped on the outside, flashlight, couple energy bars, two extra loaded mags for my Glock 22, space blanket, glasses, sunglasses, paracord, multi-tool, couple ink pens, handwarmer, gloves, stocking cap, baseball cap, 20 oz water in outside pocket, compass, set of epi pens for allergic reaction, hearing aid kit that has cleaning kit and spare batteries, and a couple extra AA batteries. In a zipper pocket is floss, bandages, tums, benadryl pills, dramamine, DayQuil pills, sudafed, nose spray, extra contact lenses, saline, neosporin, benadryl cream, styptic pencil...and a few other odds and ends....call this bag what you want....to me, it's a Necessary Bag. It goes everywhere I go, it sits on the passenger seat floor in my cruiser when I am working. Some of the stuff is things for me, some for work, some will get me home, and on occasion, some is for others. I have the epi pens because I am allergic to cashews for example, and used one on a lady suffering a severe reaction from a bee sting. Her own wasn't enough, she was going unconscious, so I used one of mine in addition.
So, it isn't always physically on me, but it is always near. Due to a medical condition, I have to have, at the very least, the hearing aid gear, allergy pills and dramamine with me 24/7. The only thing with me more often than that is a handgun.