I throw mine in the right rear pocket (right handed). It works for me, but then its only 5/8" thick (tri-fold; I'm a wallet nazi, only cash, two unused checks, membership cards and ID stay in it for more than 24 hours).
I just position it fully under my thigh when I sit down, and when standing my fingertips can touch the bottom seam of the pockets without moving my shoulders.
Kharn