Not so many years ago, every phone came with a built-in loop for attaching a wrist strap. Not so much any more. While there are a few cases that support a lanyard loop, not many still do. And there's the Netsuke from Poddities that adds a loop to the Lightning connector.
A lanyard or wrist strap can be a great feature for safety, especially in high "Apple Picking" crime areas like San Francisco, New York City, or just about any tourist destination worldwide. Not to mention it can help keep a phone from hitting the concrete when pulling it from a pocket.
Here's a quick and easy way to add a simple lanyard to the new iPhone case. I've done this with a few different cases now, and even look for cases to use that fit what is needed to do this. The main feature to look for in a case that this technique will work with is a very sturdy sidewall, made of hard plastic. It needs to be a sturdy build to keep the lanyard from cracking or tearing the case. A soft silicone type case won't work for this.
Choose a lanyard or wrist strap. A variety of them will work. There are probably a couple in the junk drawer left over from an old camera or maybe even an ancient cell phone. Make sure the loop part of the lanyard is at least an inch long to allow space to connect it. If there are none around, I'm a big fan of these from Rokform. Sturdy and just the right size for a wrist strap.
Next, I choose the side - either left or right. Both work. Choose the side that matches the hand the phone is usually held in. I usually hold my phone in my left hand, so I chose left.
Make two small holes about 1/2 inch apart on the side of the case using a 3/32" drill bit. This will leave enough space so that the case left between the holes won't easily break with a little tension. The spacing also needs to be small enough so that the loop part of the lanyard can go from one hole to the other and back.
When drilling, make sure to let the drill do the work; no need to push it through with force. Also, be careful to keep your fingers away from the drill bit and away from the back where the bit will emerge.
Next, loop the lanyard through the holes from the bottom outside through the back of the top hole. If the lanyard string is thicker, something like a paperclip will be needed to push the string through. Slide the lanyard through the loop and then insert the phone and ta-da, a lanyard on your iPhone! Simple and easy.
I have also successfully tried this on the Mophie Juice Pack Air Case, the Olloclip Flip Case, and the official Apple iPhone 5s case. As mentioned above, rubber or silicon cases don't work as they tear easily. If you chose to do this, make sure all common safety rules are followed and it's not our fault if you destroy your case, drill through your hand, or burn down your home.