I really hate losing the chuck for my drill. For hand drills, this is almost never a problem any more since the chuckless drill is now ubiquitous. However, for a drill press, this is still a problem.

There is an easy solution though. Use a retractable key chain to attach the chuck to the drill press. I did this by attaching the key chain to the main column of the drill press (above the section where the track is for lowering and raising the table) use a hose clamp.

You can then use a piece of dowel to attach the chuck to the key chain. In one of the end, attach an eye bolt to the end of the dowel, this can then be used to attach the dowel to the key chain. In the other end of the dowel, drill a hole the size of the handle of the chuck, then put the chuck handle in there with some epoxy. Once it dries, the dowel then acts as the handle for the chuck, and you will never lose the chuck for your drill press.