i removed mine because i didn't attach it to a keyring or lanyard, which i'm kinda regretting now because i just put another dent in it by dropping it /ubbthreads/images/graemlins/twak.gif
I leave them on just in case I want to use them. Two of the
seconds came without them, so I took them off of fishing
lures & put them on LSs before giving them as gifts.
I took mine off and replaced it with elastic cord that I use as a finger lanyard. That keeps me from dropping the light and allows me to free up my hand without having to put the light down, by simply letting it dangle from my finger, and swinging it back into my hand when needed again.