why didn't they just keep the locket in Hermione's bag? i get that they didn't want to lose it but she had that bag with her wherever they went. i think this would have prevented a lot of misery.

Because it was far too important to lose, they had to break into the ministry just to find it, plus, if they were captured they would खोजिए through Hermione's bag.

I think it's mostly because of what they went through to get it. They probably wanted to avoid even the slightest risk of losing it (bags can be stolen या misplaced), even if it meant wearing it and feeling miserable, because it was the only horcrux they had found at that stage and they needed to feel they were getting somewhere.
Hope that helps a little. :)

uhh... I guess I'm going to have to read the book again because I don't even remember those kind of details =S!