Really I prefer pocket clips, but as we all know the traditional style tools don't have them. So absent that I use a lanyard to be able to retrieve them more easily. I've found though, the lanyard can occasionally get in the way, and after a particularly dirty usage I have to struggle to remove them before I can drop the tool in my sonic cleaner.
Just found these little clips so I started doing this.
As you can see I get the advantages of the lanyard and giving me something to grab when I pull it out of the holster or my pouch organizer, but can remove it super easily if it's in the way or for cleaning.