I have a 2-pen leather case from Parker, and a 2-pen cardboard/paper case someone at a pen club meeting had gotten a bunch of and was handing out. They each live in one of the outer pockets of my purse (which turned out, conveniently, to be just the right size for those cases, with a little bit of room on either side for other pens to fit (particularly longer ones that don't fit in the cases well, like the Rotring ArtPen.
I also have one of the 3-pen leather cases that Fountain Pen Hospital was selling last winter for $20 US, but I try to keep uninked pens in that unless I'm pretty sure I can carry the case upright (such as in my knitting basket). And for storage purposes of pens not in rotation I have a couple of 24 pen cases that I picked up at Rockler.
I do occasionally carry pens in a front pants pocket, but only when walking around inside my house. And I have sometimes, if I only have one or two pens with me, clip them to my collar opening, like some people have said they did -- or to a strap if I'm wearing a sundress (but never the Parkers -- the Arrow clip is too hard to unhook from things).
Ruth Morrisson aka inkstainedruth
"It's very nice, but frankly, when I signed that list for a P-51, what I had in mind was a fountain pen."