When I am out & about, I have a belt/waistband carrier that holds the phone (if I'm wearing pants without pockets), a pocket on the outside of my purse (if I'm not wearing something with pockets), in my pocket (if it is large enough that the danged phone doesn't fall out as I move around), or otherwise in reach (hanging from a cell phone carrier with a strap that hooks around my purse strap - like a mini-purse just for my cell phone).
At home - the waistband carrier, my robe pocket (large, deep, and loose), a lanyard around my neck, or a small cell phone carrier that also goes around my neck but has padding to protect the phone from bumps as it bounces around), or on the charger NEAR me.
It is also my alarm clock (I will apparently turn off other alarm clocks in my sleep) because I have to wake up enough to unlock the phone so that I can dismiss the alarm. It takes about five steps - by which time I am awake enough to realize that it is morning and I need to get up instead of just slapping the snooze button & going back to sleep.
I've thought about the bra thing - but I sweat too much in that area - so it seems like a bad idea. The lanyard may not be that good an idea - but if you have no pockets, no waistband or belt, and don't want to carry a purse - that's about the last option.
I suppose that I could wear a zippered pouch around my waist - but I hate the way that they look.......and they aren't that easy to get to at times (especially when heading to the eHellion's room -

) - aka the bathroom, powder room, toilet, or brb - bio break.