I have a Whiskey Two-Four Key Lanyard in my pocket as I type this and it has been great. Their Key Lanyard features a steel D-ring at one end, a snap hook at the other end, and 5.75″ piece of webbing with loop material in the middle. It comes with a black oxide split ring and your choice of camo pattern or color.
You can carry the lanyard in a number of ways. I tuck mine under my belt with my keys hanging down into my front pocket like a key hanger to keep them from bunching but the options are nearly endless.