The nokia n800 had a little triangular stylus with a holder built into the device. So nothing extra to carry around. It also wouldn't be too tricky to attach the stylus to the device with a wire.
Attaching it with a wire limits your movements and has the potential to get tangled. Where does it go when the stylus is tucked away? If it retracts then does it have a button to make it retract, or does it retract automatically causing constant tension while using it?
Stylus slots are not new. All the iPaq-like PDAs had them as well, and people still complained about losing them. I never lost mine but it was a relatively common complaint. (I still have it in fact, tucked away in a drawer in my "smartphone" from 2004[1])
The best system was the Samsung Omnia. You attached the stylus to your keys (it telescoped so was quite small when stored). I keep my keys on me all the time, so I always had my stylus. The unfortunate part was it looked like a little thing of mascara which (as a dude) I thought was awkward.
