Completely depends on which pen I'm carrying, but if it's a nice enough pen it doesn't leave the house, if it's less nice & durable I just put it in my front pocket, if it's less nice & not durable I have many pen sleeves I've gotten free from pen purchases to protect the pen & me from discomfort, if it's a pocket pen I recommend getting a Royce leather deluxe wallet to carry the pen in I've been using for years. Just my 2¢, God bless!
David Allen Co. stopped making his NoteTaker wallets, I believe, but you could check eBay. Closest I found was on Amazon. Here are some suggestions. The top one I bought; it was OK quality.
https://www.amazon.com/Royce-Leather-Deluxe-Jotter-Organizer/dp/B000AYL0OG/ref=sr_1_1?d
https://www.amazon.com/Notepad-Included-Refillable-Notebook-Refills/dp/B0822NLD16/ref=sr_1_5?d
https://www.amazon.com/Samsill-Pocket-Notepad-Included-Refillable/dp/B0796KWTPD/ref=sr_1_3?d
I use this one. Much smaller but it will fit a small moleskine notebook and a bullet space pen