Deck of cards and a thumbtip. "Impromptu" magic HOOOOOOOO!!
Ignoring the fact that Bizzaro is an old (OLD) pro now days, what he says here speaks great wisdom. . . having pockets bulging with junk makes one look a fool and worse, it reinforces a very negative "geek" stereotype when it comes to magic lovers.
Bizzaro has given you the list most magic lovers should aspire to, maybe with the addition of some coinage. . . but then I love coin magic.
CHALLENGE YOURSELF. . . first of all, you need to learn to slap you hand and keep your top shelf stuff at home and separate from the simpler material you do when opportunity shows itself. Look at your pocket stuff as the teaser such as a movie trailer would be, leaving the good stuff for when the pay-check is presented. Be a prostitute who gets paid for doing tricks vs. a whore that does tricks for free. . . a rude way of seeing things, but truthful when you think about it.
The real challenge is something one of my teachers got me into; you take one specific thing, such as coins, and create a solid 20-Minute set working only with coins or a coin. Break that set down so that you can readily break it up when the time comes, mixing it with other material. Write it all out so you have an actual, well thought out program including patter.
Now, do the same thing with a different medium such as Rope or Shoe Laces or items you know you can borrow off the typical person. . . look at basic slight-of-hand and how you can use it with borrowed items, creating working sequences with said items.
The list of things we can challenge ourselves with is practically infinite, but the act of setting time aside to work out this sort of 20-minute program each week with different items, will help us to not be co-dependent on a pocket filled with stuff. More importantly, it is the type of exercise that allows us to actually become MAGICIANS vs. being someone that does tricks. . . let me clarify.
The day you can deliver a fun one hour show totally impromptu/improvised is the day you have officially earned your chops and thus, the title of Magician. I say this because of what I've seen living legends pull off at the drop of a hat as well as the tales tied to individuals like John Calvert and Johnny Thompson.
While this challenge can be a bit confounding for those that do conventional magic there is absolutely no reason for students of Mentalism to have difficulty pulling off such a challenge. Mentalism was originally designed with the idea of being minimalistic and while there are some books out there encouraging work whilst unclothed I can assure you, the resources and ability to do so have been around for a very long time; well before the idea of Psychological Forces came into general knowledge let alone the various psychological tactics that have surfaced in the past decade.
As to the Original Question. . . I rarely leave home without my butterfly pad and a pencil or two. I might have a pendulum on me and when I do, it's usually a Teakwood Owl named Mao Tue (those in the know will recognize this). Because I'm known for doing Readings I do have a small bag that carries a Tarot Deck, business cards and some brochures, but I don't consider that to be one in the same when it comes to performance (understand, I'm in a wheelchair so having bags strapped and hanging is only natural)