I have lanyards on almost everything. The one on my fixed blades is usually the "hook over the thumb" type. Not only does it give me a much better grip on the knife, it is impossible for my hand to slip onto the blade.

Almost nothing comes out of my pocket that does not already have a lanyard or get immediatly clipped to one. When on the move, it is just too easy to drop something and when it is gone....it is gone!!