In a plastic box that travels in the boot (unless I leave it on the "A" frame and drive off as I did in France a few years ago!)
I find that my box is a useful place to not only keep the handset but also items such as the alko wheel lock, a hitch lock, wheel brace (used with alko), the little box of alko stuff, the green alignment tool, a Tupperware box with storm straps, a claw hammer, a selection of "ladder" thingies for an awning and the rubber bands some need, a few lengths of nylon cord, a spare peg puller, a tent peg with a length of wire attached and croc. clip at the end and various other bits and bobs.
I'm not usually the most tidy of people. I am really good at putting things down and forgetting where I left them. I'll go so far as to say even the caravan keys are possibly in a pocket, on the floor just inside the caravan door, on the car seat, in the car door pocket, on the "A" frame cover and maybe a few other places.
Hands up anyone who has to go back upstairs to remember why they were upstairs in the first place! lol. (I admit I have done it).
On a serious note I do find that religiously returning stuff to a "home" not only keeps things safe but to know where they are (provided I've not forgotten to return them to the "home"), is a real bonus.
PS. The tent peg with wire attached and croc clip at the end is something I made up in Switzerland. I found my chassis was "live". Couldn't understand why I had a tingle in my fingers if I touched the wheel or the hitch. It disappeared when I changed my EHU to an adjacent one.
Later that holiday I was in Italy and camped next to a German motorhome. I noticed he had grounded his chassis with a tent peg and croc clip. In his view it was not uncommon to suffer some "leakage" and he always used his grounding device.
When I first noticed the "tingling" I telephoned my dealer who assured me there was no safety issue. He said the caravan was protected and no need to be concerned. He put it down to an incorrectly wired EHU and, since it stopped when I changed mine I'm sure he was right.
In truth I've never used the "grounding" device but it sits in my box for the time it may be needed.