The conventional key ring is not very conducive to pockets. The plane of your keys is perpendicular to the plane of the ring, forming a shape that cannot lay flat. There is always some edge poking into your leg.
This is a work in progress, but the idea is a thin form-factor key holder capable of holding 3-4 keys. The thumb wheels swivel around and catch their respective key. A swivel in the opposite direction pulls the key back into the case.
You might have to adapt it to fit your keys.. Also, my original intent was for two house keys on one side and one large car key on the other.. as the model stands, some of the keys will catch on each other.
Software:
Model was designed in openscadpy (first project, sorry for the poor state of the code): https://github.com/hmeyer/openscadpy
Model was printed on up! pp3dp.com with the following settings:
quality: normal
part: 4 layers, hollow, 40 deg
support: 4 layers, 40 deg, 4 lines, 3mm2
Future work: It works pretty well for my house keys, but I'm still working on fitting my large car key.
My intent is for this product to be Open Hardware, under the TAPR OHL: http://www.tapr.org/TAPR_Open_Hardware_License_v1.0.txt

Tools:

1. Up! 3d printer, or equivalent
2. Support removal equipment: (I have found helpful) gloves, woodcarving knives, pliers.
3. Screw driver, medium size, phillips
   Bill of Materials:
   (4) flat 4-40 x 3/4 phillips screw
   (2) 4-40 hex nut
   (2) case.stl (printed)
   (2) thumb wheel right handed (printed)
   (2) thumb wheel left handed (printed)
   (0-4) keys
   Assembly:
4. Print parts (6 in total). Recommended print orientation is pictured.
5. Remove support. This is still a bit tricky with the thumb swivels.. but the knives are helpful (always wear gloves!!).
6. Pop keys into pegs
7. Attach all 4 thumb wheels (they will be loose at first):

   first, make sure you have the right thumb wheel. each wheel is two discs connected by a peg, which has one cylinder to one side, and two to another. the case has a back with two screw holes. the correct thumb wheel for that side will have the two cylinders opposite the back of the case, so it can push the key all the way into the case.
   carefully life, slide, and snap the thumb wheel over the key

8. hold the 2 cases together, lining up all 4 screw holes. first, insert the inner screws, pressing it together as you screw. attach the two hex nuts. finally, screw the last two screws in through the thumb wheels.
9. use the keys to open stuff!