I always carry one in my pocket. I have switched to "weak hand", for the same reason - to be used to it on my left side for when I'm carrying a firearm. I love the idea of bright tape. I have a few reels of bright yellow that I've been putting on everything from LED lights to tools.
I got mine from turners, $12. Just check your local laws. I haven't found any restrictions in the states I've travelled in, but some states regulate it.