When you're training your dog, having your treats handy (and a variety of treats with different levels of value from the dog's perspective) is important. The timing of your click is important, but the treat should follow quickly don't you don't want to have to be fumbling around for it.
I'm constantly urging my students not to use ziplock baggies in their pockets for this-- it just creates too much fumbling and it creates an annoyance for them. I just discovered this 4-pocket apron from a garage sale supply vendor that would be great for training. It's rather girly, so would be better for women and girls, but I've also heard that Lowes and Home Depot sell "nail aprons" that accomplish the same thing for about a dollar. This one here is about $3.
Check it out, and consider getting something like this if you're not already happy with your treat holder.