Been a long time since I locked the keys in my car--I started carrying spare after the last time, either in my wallet or attached to the house keys (I carry two sets of keys, one is just auto, that way less stress on the cylinder). Then again, I don't lock the cars while in the driveway, nor at work, only while at stores. Pretty sedate areas and I generally don't keep things of value in the cars (heck the cars aren't of any value either).
I personally dislike the fob. Yeah it's nice when the car is new. But IMO it ruins the cars usage when it gets older--who wants to pay that much for a key for a car when it's 20 years old? It's like planned obsolescence. I get it, I'm behind the times, and a cheapskate, and who knows what else.
Anyhow. No, I don't keep the fob in a baggie, it stays on a carabineer clipped to my pants. If anything, I should drop it into a baggie and leave it home, whenever I work on a car I'm always locking the doors when I roll onto the keys. Kinda annoying.