In the pocket, by itself, mostly. Some jeans have a large enough coin pocket to put it in there, too.
Alternatively, it fits in most of the small flip-phone belt holsters, and leaves room for the OR Delrin Battery Carrier next to it. Works out nicely if you want holster carry.
Or, you could tie a good lanyard on it with a snap-clip on the end, and hang it from your belt loop on your pants.