The last company I worked for had a hard-and-fast rule about wearing those ridiculous things. I was warned at the get-acquainted session at HR, which regularly emailed memos to the entire building, reminding everyone that they MUST wear their badges. In truth, we didn't need no stinkin' badges, and, after the first week, I quit wearing mine after noticing that, perhaps, 30 percent of my colleagues wore them. After five years at the company, virtually no one wore them--it was a fad that eventually passed as the badge-making machine aged.
Don't know what occupation the OP is in, but unless it's a cop shop or some other truly secure facility, odds are that this, too, shall pass. In the pocket is the best answer, but if that's not possible, there really is no answer at all--it looks equally stupid no matter what you do. That being the case, I'd do the lanyard thing, which means you don't have to clip anything to your clothing, which deserves better, and it is easily and quickly removed.
