You can use a short mono jack male-female extension lead with a bug/dongle to put it on your strap or in a pocket or a convenient drug-smuggling orifice, if you feel that way inclined. I've got several, including a couple of bug types [1]. If you're using a pedalboard, the mains adaptor powered ones are convenient as you don't have to mess around recharging the receiver. Conversely, if you're going straight into an amp or a single effects pedal, the bug type is more convenient as you don't have to plug it in to a power source.
[1] Line 6 G50, Smoothhound, Harley Benton Airborne Pro, Muslady, Lekato WS-50, all 2.4GHz except the HB and Lekato which are 5.8GHz. All work well.