The Old Faithful
The Lens Cap Strap Holder
A true photography staple. Pick your lens size, add to cart, then slide this snap-in holder on your strap. It doesn't get easier than this.
The Adaptable One
$19.99, ReadyCap.com (adapter rings $3.99 each)
If you carry around more than one lens (and more than one lens size), the ReadyCap might be for you. Adapter rings screw on and off the strap-secure holder to fit mutliple sizes.
The Universal One
If you want one holder to hold them all, the CapGorilla can stash away any cap up to 105mm without any adapter pieces whatsoever.
The Hidden Gem
Stow-Away Lens Cap Holder
Ok, so it's not really hidden, but this lens cap holder goes where no lens cap holder has gone before: To the tripod mount at the base of your camera.
The DIY One
SkottiRotta Lens cap holder template
Use this template and the pastic from a shampoo bottle to create this handy little hook for your camera strap to hang your lens cap (retrofitted with a short cord, which is also covered in the tutorial).
(Images: As credited above)