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A holster shirt like NRA's 5.11 might work well for you. I use one for carry, and as long as you are using it to carry the snubbie, it should easily conceal under a t-shirt. Downside is it might be a little uncomfortable, but not too bad. It is pretty breathable, except in the 'holster' areas.
What about keeping it in a small gym bag which you can keep in sight? Maybe stick a water bottle and towel in the gym bag, otherwise people might wonder why you are keeping a gym bag nearby.
Fanny pack is probably the only other option. I am considering getting one for myself. I have recently taken up trail-running, and while running with my Glock in my Galco shoulder holster isn't terrible, it isn't optimal. Definitely won't be an option when the weather gets warmer and drier (I wear under a light gore-tex jacket now). Hopefully a fanny pack will be more comfortable.
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