My mum's 50 year old asahi pentax spotmatic had a nice solution, tiny hole drilled through the lens cap, length of wire to a loop, held onto the body where the leather case had a screw attaching to the tripod mount.
Why did we go backwards from there?
personally, i just hold my lenscap between my right little-finger and the underneath of my 7d (no grip), middle- and ring-finger on the front, index-finger on the shutter, never lost a cap yet...