Something I REALLY like to do is pull a bunch of sleights from Brian Tudor's Heckler DVD.
Not exactly in the order he shows it, but I say
"Aww man, you got faster eyes than I do, here follow the card."
Looking at the audience with a devilish sorta smile so they know I'm gonna f*ck with him, I pull some sleights in a way so he can't keep up. To finish...I palm off a random card and make it flash slightly so that he KNOWS this time it's in my hand, but I act like I don't notice and produce the card from his ear and in the motion of reaching under his ear with my right hand, my left hand thumbs the card into his hoodie pocket or front shirt pocket. (I think a belt would work, I haven't tried with the actual front pockets of a heckler, because jean pockets are a bit tighter and sensitive to touch)
After he has a laugh about how he saw it in your hand, you can reveal the card you planted, leaving him one step behind...again