I wear a SPIBELT....it's a Small Personal Items belt that can go around your arm, leg or waist. It expands to accommodate my pump, phone, meter, keys. etc. Just last week I wore it under my clothes while at a concert so I didn't have to schlep around a purse. All of the mentioned items fit in it just fine.
There's one specifically for insulin pumps with a button hole for the tubing to fit through. I love it.