Deep in the toe of my shoe also. I also rap the shoe in a towel, put the towel under a chair, and put things around it like suntan lotion bottles. I've had things like that swiped before while swimming and let me tell you I was livid. Fortunatly I caught the lovely person trying to swipe my hotel key before and the hotel I was at dealt with them, but put things around where your key is that would make it a bit noisy for thenm to have to get to it. Its easy to walk by and grab a tote bag unnoticed , but a bit harder to sit down on the ground, move suntanlotion bottles other shoes, etc. without being noticed.