Tip: Never drop your belay device 

Here's a simple technique to use when putting someone on or off belay so you hopefully never drop your belay device. Here I'm demonstrating with a Petzl Grigri, but the same idea works with a tube style device or most anything else.
Removing a device completely from your carabiner, and holding it out in front of you while you put the rope in or out of it, means that someday you'll get a little careless and drop your device, whoops!
A better technique is to get into the habit of never unclipping your device from your harness for a moment longer than you have to. Here's how.
.
Hold the device firmly in one hand, open the carabiner, slide the top plate up with your thumb, and then re-clip the device. With a little practice, you can do this in less than one second. Now, the device is safely clipped to your harness, and you can load the rope. Once the rope is loaded, repeat the process. Hold the Grigri securely with your left hand, open the carabiner, slide the plate down with your left thumb, and then re-clip the carabiner.
.
By loading and unloading the rope like this, it's just about impossible to drop your device, because it's only off of your harness for a moment or two and even when that happens. it's firmly held in your left hand.