Okay. First thing. When you get the chance, create a hollow adamantine cone tall enough for you to hide in. Then, cast Shrink Item on it and make it clothlike. Enjoy your new hat, which will suddenly expand whenever you are exposed to an anti-magic field, giving you hella good cover and, incidentally, blocking line of effect between you and the AMF, allowing you to safely teleport away or something. Excellent defense against the most common DM attempts at caster shutdown.
Next, a word of advice: never carry your phylactery on your person. If you do this, it's little better than not having a phylactery at all; anything that destroys your character can, presumably, crush a piddly little phylactery. So basically, you get (at best) one extra life when a creature that doesn't know you're a lich just takes your stuff as loot. Then you respawn adjacent to that creature, naked, presumably without any infusions you spent before being killed (because you were unable to go through the steps required to regain them). Round 2 will likely end with your swift demise, and the creature will destroy your phylactery thereafter.
No, far better to store your phylactery in an extradimensional space or in some place it will never even be searched for (much less found), and then plant several obvious (and non-obvious) decoys both on your person and in any lair you might inhabit. I recommend at least 3 "phylacteries" in each, at least one of which should be exceedingly well-protected and one of which should be disguised as a mundane item (but use Nystul's Magic Aura to give it an aura of necromancy, or whatever a phylactery has). Use Misdirection or a similar spell (via UMD) to make divinations on your phylactery redirect to one, and only one, of these decoys.