If possible, keep all the keys you need on one ring.
Regularly check your keyring's contents, and remove the ones you don't need.
Have backups of all your important keys, hidden in a safe place, or better still, with friends who live nearby.
Keep your keys in the same place all the time. I have a clip on my laptop bag for them.
Don't leave them on the ledge by the front door window. Bad people know people leave them there. The keys also give the bad people access to a courtesy getaway vehicle.
Oh, and if you are by yourself in a house, and leave the house to put stuff in the bin, take your keys with you. It is a little known fact that all front doors have a 'self-close when the house is empty and the last person to leave hasn't got any keys on them' function (SCWTHIEATLPTLHGAKOT™). And, yes, it has happened to me. Twice.
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