Well, I agree that it's a total pain to carry a purse. If you have a beach bag, use that and put your valuables in your pocket and your key card around your neck. Giant one is fine as long as it isn't heavy.
I have used a fanny pack in the past, when I've had kids with me and I am sure I'm going to be very absentminded, but they can be hot- and of course, if you are very heavy that would be out.
The one thing I always see and can't believe is the purse/backpack combo. Whatever you do, do not put your wallet, camera, passport, key card and money on your back. You will forget about it in an instant and you won't feel someone taking things out of it.
I don't think there is any way to avoid going back to the ship with a bunch of little bags and things. Part of the fun! Just keep your valuables by your side and on your mind at all times. And keep your key card around your neck.