You can make your own lanyard.
My mom has some strong-glue velcro tape (the fuzzy side is adhesive) that sticks on a surface and will NOT come off until you want it to. I always make my own lanyard by looping a piece of braid, tying a knot or two, and putting that adhesive tape it. I used to just tape it to my iPhone, which was a great solution. However, once, I dropped the iPhone exactly flush to an asphalt surface and the glass cracked. So now I attach the piece of braid to the back of a case.
If Apple would include a slight rim around the front edge of the iPhone (so the glass can't fall flat and crack) and a dimple to attach a lanyard, we could use the devices in their slimness and beauty. The glass resists scratching just fine. It's DROPPING the phone that is the issue. I think it's crazy to make such beautiful designs knowing that customers will have to totally cover them up.
Back to the adhesive-backed velcro. (I don't know where you would buy it. Ours came from the ambulance service when my sister worked there.) I can also attach the other piece to my dashboard of the car and make a place for the iPhone to hang.