I've owned/used 6Ps for quite a few years, but it wasn't until I won a 6Z a few months back, right here at TFL, that I used the lanyard.
I am madly in love. Over the past few months, during transition training (from pistol drawn to lower force levels), while cuffing suspects and even while stabbing a wild hog, I have freely dropped the flashlight and known that is was going to be right there when I needed it.
To be honest, I found the supplied lanyard to be a bit bulky and lengthy, so I have an "aftermarket" (read: homemade) lanyard that is only about 6 inches long with a 4-5 inch slip-knot loop.
I find myself wearing the loop around my wrist as a matter of habit now when out of the vehicle at night.
Last night I was driving through PA at about 4:00am and came up on a wreck, I looped the lanyard over the vehicle's rear veiw mirror with the light on while I checked out the driver (car was DEAD, he ahd fallen asleep and if it hadn't been for double guard rails, he'd've been inthe Schuylkill River..).
I wish I'd've started using the lanyard years ago.
I use the "cigar-style" hold since I have gotten the "Z" version also, which I like quite a bit as well.