Sound Stripp Headphone Hook
The Sound Stripp is a nifty little hook that does one thing well: it strongly adheres to any clean, flat surface — including the side or back of that shiny new iMac of yours — and acts as a holster for your headphones (up to 1lb). It's a great way to declutter your workspace and won't leave a mark when removed. It's not re-positionable though, so choose its location wisely.
Get the Sound Stripp for $7.50 at Workerman. Comes in black or white.