It is standard practice in our local waters to don fins in the water past the surf zone when the water level is about chest deep. The majority of divers don't usually carry special attachment gear for their fins.
Some respondents are saying that they don't need a way to securely attach their fins to their rig. This is fine as long as one is careful. Sometimes a diver will have to use both hands to do something else other than carry his fins, such as scrambling over rocks at the dive site, schlepping a scooter, carrying a large UW camera rig, or helping out a buddy/student.
DMs and instructors really should have a way to attach their fins to their rig. Invariably OW students will have issues in the surf zone and will need help. It's important for the DM/instructor to secure his own gear (fins) first and then help out with the student (provided that the student isn't in any danger). I've seen and heard of many dive pros losing their fins/mask because they were focusing on helping a student.
Suicide clips would not be my first choice for an attachment solution for fins -- not that I think that they are particularly dangerous for the kind of recreational diving that I do. It would probably be easiest to rig up something on your own with some caveline and a couple of bolt snaps or a double-ender.
Hope this helps...