I spent a day in downtown Chicago taking pix a couple of weeks ago. I thought long and hard about what lenses I wanted to take with me while walking about, as I was alone.
I finally settled on only taking 2 lenses...one on the camera and the other in the larger of the two lens cases. As I keep each lens in separate Lowepro cases, I would simply attach the case to my belt using the built-in belt attachment on that case. I wasn't looking for lens changing speed/efficiency, but only for availability and carrying safety. My plan was to change lenses only once or twice during the day. If needed, I could re-cover the same streets with the wider lens if I thought it necessary.
I also had a filter case with built-in belt attachment as well for my circular polarizer filter and the step-up ring needed to put it on the smaller sized lens.
I think it worked out quite well for me. While it was a little uncomfortable trying to briefly sit down to grab a bite to eat with the cases attached to my belt, it still worked well. I plan on using the same technique for future walk-about shoots, as well.
And my lenses of choice? 16-35 f2.8 L II and 24-105 f4 L on my 60D.
For what it's worth, I have a battery grip on my 60D with hand strap -and- neck strap attached. I worked out a way a year ago to 'lock' the camera to my hand by wrapping the neck strap around my hand and 'hooking' it to my pinky. I can't even intentionally shake it off my hand! That way, I didn't have to 'carry' the camera w/lens, as I could simply keep my arm (carefully) relaxed while walking.