Exactly. I just spent two months in the E.U. this summer and, because of international transaction fees, withdrew the maximum from the ATM and just walked around with it until it was all spent. But holy damn did I feel the weight of those euro coins in my pocket! I met a lot of locals who carried bifold/trifold wallets with all their coins zipped up in them, but they looked about as comfortable as sitting on a golf ball.
Follow up on the "butch coin purse," though -- http://goo.gl/xaO6z
-- leather zip coin purses made by a Navy veteran on vintage machinery used to make leather apparel for the military in WW1 and WW2. Assuming you've got a top coat or satchel to stash it in, I'd vote this as the sanest option.