SpiderCapo...
How can I attach my SpiderCapo to my guitar when I am not using it?
Charlie Griffith keeps it between the tuning heads. (you can see there is a guitar tuner clipped to the end of the headstock). He uses a piece of Velcro attached to the top of the fixed endpiece of the SpiderCapo. And the complimentary Velcro is attached to the back of your headstock.
It is easy to grab and not visible when not in use!