I always carry my handbag when going out, unless I'm just going for a drive and won't be getting out for longer than a minute. It's a nice handbag and has a lot of space, which suits me well because I tend to be a pack rat and keep lots of random crap in there until I sort it out.
I always have my iPhone on me, though, even if it isn't charged, and my earphones as well for them. My bank card and purse (it's pink and frilly and lacy and about everything you'd expect from me ._.) also come with me, so usually money (I don't spend much irl, so usually a fair amount, because I like to withdraw about $100 at a time just in case). My DS Lite too if it's charged and my brother didn't steal it. Lastly, I bring a small notebook and a pen, in case I need to write something down or just want to scribble.
Re. pockets, I pretty much exclusively wear skirts and dresses, and if I was wearing something with pockets I wouldn't be able to fit my stuff in there.