I leash my paddle to my kayak. I have the curly kind, like an oldfashioned telephone cord, and it works well and doesn't get in the way. That is, if you capsize, or practice capsizing, it'll tangle around your leg or arm at some point anyway, but it's better than the straight kind. And it's very handy for short stops! Just toss your paddle onto land, and the cord is often enough to keep my kayak from drifting away while I clamber out and stretch my legs. Also handy when getting in and adjusting the sprayskirt, I can just toss the paddle overboard and there it stays while I do stuff, pick it up when ready.
I've never tried a wrist leash, but it sounds like it would be a bit impractical if you need to adjust anything while in the boat, and trying to re-entry with a paddle to your wrist sounds complicated.
Winter riding is much less about badassery and much more about bundle-uppery. - malkin
1995 Kona Cinder Cone commuterFrankenbike/Selle Italia SLR Lady Gel Flow
2008 white Nakamura Summit Custom mtb/Terry Falcon X
2000 Schwinn Fastback Comp road bike/Specialized Jett