TranzWear (or is it TranZwear? can't remember) has a line of underwear with a C-ring to keep the packer pretty secure. They also do pouches. I've never lost a packer yet. Your best bet is a three-pack when they're running a special. (No, I don't own a piece of the company, but I've been pretty happy with the goods.)
Some guys . . . just can't keep it in their pants. 😉