What do you do with your pump during sex?

I'm getting married soonish. Which raises the question, what the hell do I do with my pump during um...sessions. Right now, I tend to sleep in shorts and just stick the pump in a pocket. During...well, things...I usually just kind of juggle the pump around or disconnect it. But I don't want to be constantly disconnecting and reconnecting it or having to worry about it.

So...Thigh holsters? What do you guys do? (I'm a male, and have yet to embrace cross dressing, so stockings with specially made pockets aren't really my bag.)