Those of us that don't have a spare on the car, keep it in our wallet. Unfortunately for the OP, he didn't have his wallet in his pocket this time.
I'm not big on a key hidden underneath. Not so much for somebody finding it, but all the road crud that cakes up underneath (road salt, slush, mud, muck, urea that they spray on bridges, oil spraying, etc). I'd need a good scrubbing afterward.
Alex.