Thanks everyone for your quick replies. Guess I didn't explain myself well enough.
If I attach the pen to the keyboard with the supplied loop (as it appears to be designed) I won't have access to the pen if I remove the keyboard from the Surface Pro 3. From past experience I anticipate using the pen in tablet mode and hence I would not have the keyboard and the pen with me. I can't seem to find a place to attach the pen loop to the Surface Pro 3 that it won't be blocking access to any of the ports.
What I was looking for was has anyone found a solution to this dilemma short of putting the pen in my pocket?
Thanks in advance.