Ladies business jackets will often have sewn up pockets in the side which you can open up with a sharp pair of scissors and sew larger pockets into. I bought a black one from Primark very cheaply which was sold as a cheap three-piece suit and stitched sequinned cloth onto the lapels and various places to turn it into acceptable evening wear. You will find a lot of velvet jackets and velvet skirts have pockets in too, or dummy pockets that you can cut open and stitch the inside of a pocket into.
I find it is best, even if you are wearing an evening frock, to have an evening jacket on over the top for small items and for ditching things secretly. But I wouldn't suggest carrying things around in your pockets, keep most of your items in your handbag.
I stitched a small loop/tube of cloth under the hem of my jacket to hold my TT until its needed.
The problem I find with a lot of jackets is not the lack of pockets but the length - you will find it easier and more natural to steal something from your jacket if it and its pockets are hanging closer to your hands rather than if it only hangs to your waist.
My advice is DON'T do what a lot of boys do and stuff all your act into your pockets as you will start to have a very lumpy figure. I have a square sparkly make-up box 10inches by 8inches that I can put decks of cards and cups into. But it is entirely acceptable and natural to carry a handbag - mine is very large and can carry wine bottles easily.
It is entirely natural and acceptable for you to carry a handbag, although you are best taking off your shoulder to perform. The other advantage a handbag has is you can easily use larger props in your act - just because its close-up doesn't mean every thing has to be done with small props. Its just that a lot of boys can only fit small stuff in their pockets so they end up using rubber bands and coins. You have no need to avoid larger props if you have space for them.
The other option is to get one of these market trader money pouches (
http://www.ebay.co.uk/itm/Market-Stall-Trader-Money-Belt-Bag-Pouch-Wallet-Apron-/360384499187?pt=LH_DefaultDomain_3&hash=item53e8970df3).
If you stitch fabric onto it that matches that of your frock or skirt then you have a front pocket around your waist, or if you prefer, to the side of your waist. A lot of strolling American magicians and street buskers wear and use these to great effect.
Hope this helps. Yes this may all look like a lot of sewing but its for the best and it'll make it easier for yourself when performing. You will find that Fay Presto's outfits are all bespoke and designed for maximum advantage, but then she is very successful and can afford to work in bespoke frocks. There are plenty of options if you look at a ladies business jacket as something that can be converted into a ladies evening jacket with some stitching and decorating.