I usually keep mine in a little padded pouch in my backpack, just to make sure they're protected. The matching lanyards are cute and all, but I don't trust them to swing around and not get damaged.
if you don't have any of the fancy pouches or cases, i usually just roll up a fuzzy sock to make a pouch-looking thing, then just stick the tama in it face-up.
Put it in a Ziplock bag and fold it up. This will protect it from dust/water and add scratch resistance to the shell/screen. I do this when I put it in my pants pocket. Make sure to remove the keychain or lanyard while doing this though.