MacHook is a clever little product that curves to the form of your Mac's display, whether that be an external monitor or an iMac. You just set it on top and "nano-suction technology" holds it in place, then hang your headphones on the little hook that protrudes from the side.
The downsides: it'll lose suction ability if you re-stick it too many times, and although it'll fit older iMacs, it will have a small gap in a few areas. The upsides: it's small, stylish, solves the annoying problem of figuring out where to put your headphones, and it's currently on sale for $US7.50. That's not bad at all considering it's an Apple accessory. If your headphones are lying on your table and constantly getting in the way, this is a handy solution — if you're a Mac user, anyway.