Not the best option, but....
When I learned to knit two socks at once, I bound off the last stitch on the last sock and went to try them on...at that point, I saw a stitch several inches down that had dropped without my realizing it! I didn't have time at that point to fix it or do anything with it (was going to do Suzeeq's suggestion, and just secure it). However, I put a locking stitch marker to hold it till I could get back to it.
We had a busy few days...and life went on, with me wearing the sock often. Then one day, for whatever reason, I happened to turn the sock inside out and there was the stitch marker!
I couldn't believe I never felt it while wearing the sock--I'd worn them for WEEKS!
Anyway...it's a year or so later, and that stitch marker is still in there!