Shirt pocket. I drive a stick, so I usually like to have my hands semi-free.
I also drive stick (I've only owned an auto for 2 years of the last 16) and the car I owned for the majority of that 16 had really shallow cupholders and I did a LOT of driving (and smoking) so I got in the habit of clutching a 20oz bottle of dew between my legs while driving. Then when I started getting calls for work en route to the office while I played tunes at full tilt with windows down...I kept my blackberry there on vibrate so i would "hear" it.
Now there are no 20oz bottles of dew, my cupholders are deep enough things don't tumble when I turn, etc.
I keep my PV in the coveted between my legs spot generally, when I get out of the car and leave the PV I'll put it in my cupholder occasionally, and my winter jacket has a vertical zipper with a deep narrow pocket for a MP3 player I assume, but fits my provari with 650 battery completely and I don't have to worry about it flopping out. so it goes there
I was in birmingham for work several months back and I can't recall the car mfgr but I got a rental, which was a bit odd for me to drive auto in a new city etc
I looked down at the cup holder area and I kid you not there was a pack of cigs sized area behind the cupholder that was PERFECT to hold my PV (at that point a 1300 spinner and clearo) I even took a pic of it because it made me laugh.
"you know you are a vaper when....you buy a car for the PV holder builtin" LOL!