Even If I've got a car or nearby hotel I can leave everything in, I still like to take a rucksack (or similar) with me, usually containing a bottle of water, some snacks and maybe a camera, and I don't go anywhere without my fanny pack with mobile phone in.
Also- As a glasses wearer, I've started bringing an older pair into parks "just in case they get damaged".
I tend to do a lot of trips using public transport though, so I'll usually have the stuff I took on the journey with me (MP3 player, chunky headphones, ds etc.) - and will try and leave these in an all day locker - but still take a smaller bag around.