Last year, while cruising to Nassau, I took a cheap backpack (gotta love Wal-mart) and kept my shorts/tshirt/sunscreen/sunglasses, etc in it while snorkeling. I covered it up with sand under my lounge chair since my friend and I were in the water at the same time. It kept all my stuff clean and dry and then I just threw it over my shoulder when we left.
I liked having all my stuff with me and I also kept my money&credit cards in a "fishing license" holder (waterproof) on a lanyard around my neck while snorkeling.
Nobody ever bothered my stuff, but I felt more comfortable "wearing" my money on me.
Just an idea that worked for me........