Found this and thought I'd share... I think the 3.5mm lanyard is a cool concept...
http://www.amazon.com/Apple-iPod-tou...36517&sr=1-276
Not sure how well they work but then I found this...
http://www.dealextreme.com/details.dx/sku.35367
For $1.83 + Free Shipping... It's worth it for the 3.5mm lanyard alone... If it sucks just use the lanyard for your favorite Stylus...