You could get a utility belt. You know, like batman. So after you mace the creep, you can make your getaway by using your batrope to escape up the side of a nearby building.
Seriously, though...try getting a windbreaker-type vest or a jacket that's more of a thin vest than a jacket, that won't overheat you, but has pockets. That's what I do. I wear it without a shirt, like the dork I am. Flabby gut and all, yeah. Don't be shy.
I'm not sure where you'd buy something like that, though. I found mine at an army surplus store.
Another option would be to get one of those shoulder holster things (I wish I had a link, sorry) you can clip several things onto. The jangling might drive you insane, but a woman jogging with pepper spray visible and easily accessible would be pretty intimidating.
Hopefully some other denizens of the forum have more experience with this. I'd really recommend going with sports bra + vest though (skipping the shirt to compensate for the extra layer of the vest). I find it eminently comfortable, and I can carry my keys, wallet, digital camera and ipod without noticing they're there. You may get some strange looks, but you're still far better off than being a fanny-pack wearer....actually, having read this, I'm sortof convinced that a fanny pack might be a better idea. Also, it occurs to me that I'm strange.
