Cleats, sweaty shoes, hiking boots -- none of these dirty, smelly things belong in your gym bag, but carrying them is a pain, too. Get a carabiner (the clips mountaineers use for ropes and gear) and slip it through the loops of your shoelaces. Then clip the carabiner to a strap or handle on your gym bag. This lets your gear air out a little and keeps the smells and wetness out of your bag.