Here he comes to save the day!!!
Styluses had always the tendency to disappear. Luckily HTC devices have a special API event that pops up when the stylus is pulled out.
NoStylusWarning is a free tool for Windows Mobile that uses this API. It has some nice configuration options but the basic idea is to get a notification saying your stylus is out. This should remind you to put it back in place before forgetting all about it.
.Net 3.5 is required as well as an HTC device with stylus sensor (located in HTC Touch Diamond / Pro / Fuze / HD etc.)
Give it a shot. Download NoStylusWarning.