Most of my machinery require a hex key for certain adjustments. I use these folding hex key sets and secured a belt clip onto the back with a short machine screw. With these, it is easy to keep a whole set together, and the unit is much harder to lose in a pile of sawdust than a single hex key. I also keep one hex key with my bandsaw which has its short leg ground to half the normal length to better access the bearings below the table. It lives on a magnet attached to the saw.
Sculptural Woodwork by Chris Wong 