I am enjoying knitting cables, especially bi-color cables, but I keep losing my cable needles. After knitting the cable twist, I put the little cable needle down, and it often vanishes. I've probably lost 5 in the last two weeks. Some are gone for good, somewhere out in the yard when I was grazing chickens and knitting. Others have probably worked themselves down into the framework of my recliner. (Yes, I've tried cabling without using the needle and it isn't for me.) What works best is something that attaches me to the cable needle.
Third best is to use a ponytail band wrapped around a finger with the cable needle stuck under. But that is a bit awkward to knit with and sooner or later my circulation protests. Second best is to use the cuff I knit out of homespun that usually holds my roving when I'm drop spinning. Except at this time of year with the temperature in the 90s, the cuff makes my wrist very hot and sweaty.
My current favorite solution is a found object - the band from my Ipod case. Ifrogz.com makes silicone Ipod cases and some of them have bands to go around the case and a hole for the headphone jack. The video ipod case band is the perfect size to fit loose around my wrist, hold the needle firmly and even glow in the dark.

So far my favorite cable needles are the ones from Britanny Birch . They have a nice waist to hold the stiches - which I like better than the seagull shaped metal ones or the 3/4 horseshoe shaped ones or the ones with ridges. I mostly use the middle size - I wonder if I can just buy that size instead of the set of small/medium/large.
I like the new knitpicks harmony cable needles they have just enough
"stick". I tuck mine into my watch band when not in use.