I lose lens caps by the billion. Is there another way to protect my lenses without having to carry these things around with me?
This doesn't quite eliminate the annoyance, but a leash is a great solution that prevents losing them.
Cheap ones just stick on your existing lens cap like mounting tape, and an elastic band goes around the base of the lens.
That way, when you take off the cap, it just hangs about 4 inches off the camera, so you can't misplace it.
Jackets are great for lens caps. If you have jacket with inner pockets it's easy as pie to reach in quickly and drop the lens cap in the pocket, instead of fumbling around in other pockets.
Mind you, this only works in colder climates where you need jackets.
I tend to just put mine in a pocket.
I do want to have a lens cap for when the camera is in a bag/case. I basically have two modes of usage.
One is I'm out and about and taking quite a few photos. I will fit a lens hood and leave the cap in the camera bag. The hood gives plenty of protection against knocking the front and I can shoot easily.
The other mode is when I'm sitting around with friends and family and taking the occasional shot. Then I take the cap off and hold it in my left hand while I take the shot and put it straight back on afterwards. (I have large hands which helps with that case).
Oh and like others I use UV filters aswell.
If I am using a bag I try to get one that is large enough to allow me to use the lens with the hood on. Even if I am just trekking around on foot with just my camera I have found the hoods to be long enough so I don't have to worry about bumping the front element and accidently touching the lens with my fingers.
There are times I walk around without my hood but I still don't have my lens cap because I have one of these holsters (fairly expensive but I'd have to say it's my favorite case by far and it looks great.)
If it counts for much the only time my lens caps are on any more is when I am storing the lenses.
Update... I don't carry my camera in the holster much anymore. After I upgraded to a Nikon D800 I got a black rapid strap and just leave the lens hood on. I find this strap to work much better especially now that my lenses and body are larger and heavier.
As a note, skytoptrading used to sell a nice leather holder that I referenced above. They no longer make these holsters but have replaced it with a nylon case. I have no idea how good the nylon holster work or how it looks.
If you don't mind trading the cost of additional lens caps against the cost of the UV filter, then go for it, and skip them. What I mean by that is if you don't keep a lens cap handy, you will end up replacing the filter eventually. Up to you.
I just toss the cap in my pocket, and haven't lost one yet.