iPod and yoga pants??

So when I go to the gym I usually take my phone and/or iPod for music and jotting down the progression of my weights. It's always a pain in the ass to try and figure out where to put my iPod though. I don't mind throwing my phone under the bench or next to my machine but since female shorts and yoga pants don't have pockets I am at a loss! I would rather not get an armband by the way...

Do any of you ladies have a solution or have a technique you use?