My personal solution is ALWAYS to wear a jacket: I need it not only for my pens, but also for my glasses, wallet, passport, calender, notebook, credit cards, pocket knife, cigars, LED light etc. etc.
Didn't I read somewhere that in Europe, men are more likely to wear their pens clipped to a jacket, while in the states men prefer the shirt pocket?
I usually clip mine to the inside collar of a t-shirt when I need to, or have a few extra in a bag. However, the inside-the-t-shirt method requires a fairly smooth style of pen - anything with corners like a flat-top can get a little uncomfortable. I have a couple of Sheaffers (touchdown, snorkel or vac-fill) and a Parker 51 that usually do alright. A little hip-pack would work too - I used to carry one of those, but it can be a pain getting into and out of a car.
If you want to wear a pen on a chain or around your neck (which I know, beaker, you said was right out, but since the subject has been broached), there are a lot of vintage ring-top pens from the 20s-30s for just that purpose. They tend to sell for a lot less than clipped models, as well.
Ring tops were actually used in two ways - ladies would wear them around the neck, and men would wear them on a chain in a vest pocket, like a pocket watch.