There's never an Allen wrench around when you need one, which is why they come with nearly every IKEA item. But years down the line, when you need to disassemble that TÄRENDÖ or even tighten a few bolts, it's disappeared again.
The simple solution: Tape it to the thing it came with. Even if you have a good set of Allen wrenches in your toolbox, it's convenient to know you'll have the right tool on hand rather than having to run down to the basement to rummage for it.
Bonus: No more guilt about throwing away a perfectly good tool even though you're pretty sure you have a dozen like it... somewhere.