I put a couple of durex in my wallet just in case.
I do it for the following reasons:
1. Sometimes their condom could be either too tight or too loose.
2. Sometimes the girl at incall would give you "we ran out of condoms" bullshit excuse to not give you a second shot.
3. Sometimes the girl at the spa would say they don't have condoms, and proceed to give you a handjob, then tell you come back again with condoms.
These are rare occurrences, but they happened to me.