I found that my sunglasses fit perfectly in the gap above the steering column, between the column and the dashboard. Here's a photo:
http://www.brainchampagne.com/Comedy/FitSunglasses.jpg
(when I clicked on the link the photo was huge, but when I cut and pasted the url into a new browser window it's normal-sized, I don't know why)

Note that I have my steering wheel as far lowered as it goes, and that every pair of sunglasses is different so yours might not fit. I took some sharp turns and they seem to stay- they fit well, like a can in a cupholder, but only upside-down, not right-side-up.

Some caveats:

1. Don't accidentally try to raise the steering wheel, or you'll crush your glasses. You may remember, but a fat parking attendant might not realize what's there, try to raise the wheel, and...

2. If you reach for them through the steering wheel while the car is moving and you try to turn, you won't be able to because your arm's in the way. May seem obvious but it's not something you're likely to be thinking about if you're reaching just as someone cuts in front of you...

3. It's a very visible location- if you have expensive sunglasses it's something to think about.

 

I always keep mine in the space in front of the 2 cupholders in front of the gear shift....

 

I have one of those visor clips from Target--holds them in place and out of the way

 

I used to keep them by the cupholder but since they bounced around there I had to keep them in a case- farther away and less accessible. On the column they're right there.

Next thing I have to do is to cut a piece of cardboard in the shape of the gap between the sun visors so that when the sun is directly in front of me I can slide it in place. I wish they made the visors wider...

 

Here's a trick: Shark Bite

 

Yup...that looks exactly like mine, Krimson.

 

A friend of mine works at TD Bank and gave me about 15 of those visor clips for free Does the job just fine.

I've tried putting them in the bin in front of the gearshift, but they're a little bit of a reach to get to them in there.

 

mine are in their case which goes in the driver side door pocket

don't wanna risk a broken window over some sunglasses

 

Mine ride in the driver's door too.