How often have you left your USB pendrive cap behind when you've finished?
Here's a simple way of keeping the drive with its cap.

Step 1: The Problem

This type of USB pendrive is very common, but I use mine in many PCs and have taken the pendrive away but left the cap lying on a desk somewhere several times.
This is a very simple Instructable to ensure that the cap always comes away with the drive.

Step 2: The Solution.

We've all got various knick-knacks lying around which use this ball-type chain.
Use a pair of pliers to cut yourself a 6 inch piece with a joiner on one end.
(Mine is minimum length - Don't make it any shorter.)
If you can't see how the joiner works, stay away from I.Q. tests - You'd only embarrass yourself.
Link the cap and the pendrive with the chain, rejoin it and job done.

Step 3: Much Better

Drive and cap now joined, so if you lose one, you lose them both.

This is a 1GB drive which boots into Vista PE (there's an Instructable about setting this up somewhere) and I use it to run various diagnostic and recovery utilities.