CARGO SHORTS ARE YOUR FRIEND!!
Seriously, if you don't want to carry a bag, wear cargo shorts and you can pretty much fit everything you need into a pocket! I wear my magic band and carry chapstick, a little cash, a poncho if it's threatening rain, and a Disney waterbottle in a neoprene sleeve that has a shoulder strap. DH carries his wallet that also has some cash and the Disney Visa. I know not everyone loves magic bands and charging to our room, but we found that was the way to go for us. We just stop at the front desk and pay off the charges every few days. But it beats having to carry a key card, cash, credit card, ID, etc. all the time.