i use a oakley leather card holder/money clip combo thingy.
its got two big slots, enough for about 8 cards max, and a big clip for the bills.
i really really like it, but i hated wallets cause they hurt my bum from sitting on them, not from loosing it.
i cant imagine getting a smaller money clip would be better for trying not to loose it, rendering my post useless, but good luck.