I use one of those Planet Waves clips. Not those mini ones posted earlier, but like what Michael League has here: http://2.bp.blogspot.com/-iJMl3j2z4Bo/T4Sa40k2nTI/AAAAAAAAACo/qJxvZOnWd2Q/s1600/DSCF0254.JPG
Not the easiest thing to see all the time. The swivel heads on the mini ones are a great idea.
I don't think they look that bad, either. I do clip mine so I can see the screen behind the headstock and only the clip part is on the front, though.
I've got the mini and it's great - from the front it's a small black bar on the headstock and locks like part of the black hardware, so I don't think anyone in the crowd is likely to notice or be bothered by it.