Also with AAA, might want to carry more than 1 or 2 spares.
Storacell by Powerpax makes these neat caddies for AAA & AA in various colors in 4x, 6x and 12x
I had a 6x and used it a lot, though it tended to strip my battery labels. Filing down the sharper parts that come in contact with the cell when inserted solved that. Obviously, these are not waterproof.
Amazon sells those, and also these, which probably are not waterproof, but probably gives better water resistance:
And here's the Delrin battery lockers thermal_guy mentioned
Neat, waterproof, but personally I can't stand the sound of Delrin banging against metal, as it would on a keychain.
And if you have your heart set on a metal, waterproof keychain thing, Amazon also sells the "GUS Original Pill Fob, Made in USA, Stainless Steel Keychain Pill Holder,
AAA Battery Holder," which is attractive, but expensive for $25