I used to keep my chalk in my pocket,then I switched to using the chalk on the table.One advantage of the chalk on the table is you can use the time it takes to move around aranging the chalk for composing yourself.
After a couple of years of this I felt I didn't need the time to think or gather myself and went to a magnetic chalk holder with my own chalk.This works great since you are allways ready to shoot and do not have to hunt down chalk or move chalk out of the way.But since the overwhelming majority of players use the chalk on the rail I found it a hassle to use my chalk and then move thier chalk out of the way.It seams when you have your own chalk then the chalk lying around on the rail becomes very noticable and allways in the way.It got to when I am playing someone,more and more chalk cubes apear on the rail until there are chalk cubes everywhere.
So I am back to using the chalk on the rail like everyone else....