Picture of Sugru lens cap saver When I switched to an SLR, I
found I was always losing my lens cap, which wasn't a problem on
my previous camera as it was attached to the body on a string. 
I didn't want to drill a hole or permanently modify my lens cap,
so I thought Sugru would make a good semi-permanent attachment
point that wouldn't damage the cap.  Step 1: Add Sugru  Picture
of Add Sugru I used black, for that professional look. You only
need a small pinch for this, so you might want to save this for
when you are already using some Sugru for another task.
Alternatively, do something creative with the leftovers!  Clean
the lens cap to make sure there's no dust or grease on it.  If
your cap has a smooth surface you might want to roughen it up
slightly with a file, knife or sandpaper to make sure there's a
"key" for the Sugru to stick to.  Mine had a matt textured
finish so I didn't need to do this.  Stick a smallish blob of
Sugru onto the front of the cap, about half an inch wide by a
quarter of an inch hig