Instead of leaving a concealed key outside the house for when one accidentally locks oneself out, leave lockpicks concealed outside the house. This is less disastrous if someone bad discovers it.
Leaving the lockpicks at your house avoids needing to carry them on your person, possibly avoiding legal issues in jurisdictions where possession is considered proof of intent.
Of course, learn to pick your own house lock first. This is aided by American tradition of having terribly insecure door locks in many places.