Leave it in your bag and watch bag like hawk. DH nearly lost a bag once when one identical went through within seconds of his. He (like most men) always end up emptying pockets into the small plastic crates and then being body searched because there is still some money stuck in a forgotten pocket.
I picked up a mobile phone this year and gave it to dp. He walked a long for a bit then realised that he had picked up his phone and I had walked off with an identical one. We turned around nd there was a guy frantically searching for his so even if unintentionally stuff can go missing at security.
A sticker with your name on is best as its really obvious. A US travel security guy recommended to me that I have a sticker with name and postcode on the lid as also if you forget it they can trace you easily.