Ugh, I know exactly what you mean. When I lived at home and was going out somewhere I'd come back into the house like 3 or 4 times before I'd actually leave.

Now I'm at college and at first I'd forget the key to my room all the time. In the end I just had to get one of those sticky hooks you can hang on the wall and put it right next to the door so that I see the key every time I leave the room. Doesn't always work, but I'm doing far better than I did before I hung it.