I misplaced the lens cap for my Canon T1i camera recently. It wasn’t particularly difficult or expensive to find a replacement, but it was an unnecessary hassle that I would have preferred to have avoided.
When I replaced the lens cap I decided that I would secure it to the camera with a small and inexpensive leash designed expressly for that purpose. In fact, the lens cap tether was so inexpensive that I was left wondering why the camera manufacturers don’t just include them with digital SLRs. Then I realized that the folks at Canon would probably prefer to sell me replacement lens caps, which are much more expensive.
It might seem obvious, but it often makes sense for loss-prone items to be physically secured so they won’t end up missing when needed.