Very few people are going to actually say, "You don't have a ring on your finger!" Instead, they will just notice it and think it's strange. So having a necklace or bracelet or some sort of other jewelry isn't going to help your problem -- unless you continuously say, "I know what you're thinking, I don't have a ring but I have this necklace..." Besides, a necklace is easier to lose than a ring.
It is rather difficult to break or lose a ring if you aren't taking it off. Most women do not take off their wedding bands unless they have stones that could come loose, etc. If you get a simple band in a strong metal, you should be fine. I have a silver ring on my finger right now that has rarely left my finger in 4 years. It is still going strong and although I know it will eventually break because silver is not that strong, I know it won't be that big of a deal because it was only $40.
I think that's the attitude that you need to take with your ring in order to not feel worried about the ring. It is a symbol that you are committed to someone and that you do not intend to date others, etc. Even if you lose it, you can just buy another and it will still have that same symbolism. I understand that it can feel weird to be okay with a symbol of your love just suddenly breaking or getting lost, but, in my opinion, it's the wearing of the ring that is more important than the particular ring itself.