I was thinking of getting the thing that Simon had at the Gorge which had the guage and kept the core inside. It's about $24 US. Haven't seen them around here where I could get one.
I have never lost one by it flying away. I suppose it could happen though. Carry a few spare cores, they are cheap or even free as tire shops throw them out all the time, just ask for a handful.
I did just order a set of Stauns from PJF, 0-15 psi, $86 IIRC. And I carry a valve core remover as seating a bead is much easier with the core removed.