I used to wear my solitaire on a gold chain, but the chain is thin and makes me paranoid; also the few times the thing has weaseled out of the jersey and started bouncing around have been annoyance enough.

I zip the thing in a small pocket of my bag or leave it on my dresser. I couldn't wear it under my gloves. I wear my wedding band on my left hand and my silver "promise" band on my right at all times though.