I mostly ride in a small group or on my own, off-road/trail-way commute to work of about 15 miles. I've had no problems thus far but I am waiting the day where I have a double flat or my cranks fall off about half way!!!
I used to carry allen keys around with me, but they seem to have diminished whilst using them for other jobs around the house, and now I only have a couple of not very useful ones left…
There are so many to choose from as well, my LBS has Giant and Topeak aliens for sale, the topeak looks more capable but is over twice the price, but I think the Giant's will either snap or reach their limitations very quickly.