Most guys use a capper of some sort when hunting with a caplock gun. And some speed loaders have a provision for holding a cap.
But I like to carry extra caps and those darn cap tins can be hard to open under some conditions. Little screw top plastic bottles of glass beads from a craft shop make mighty handy carriers. They're cheap, so just throw the beads away or sew them to your hat for a little flair.
