I always order screw-in metal lens caps from Adorama when I buy a lens. I have never lost one. I just put them in my back pocket when I am shooting. They provide great protection and since I always use B+W filters, I like the extra protection they provide for the filters. A B+W filter circular polarizer in a large size can cost as much or more than a shorty forty. Well worth it for the few seconds it takes to remove it.