how to attach to servo output shaft?

I'm just curious as to how yall normally attach stuff to servo output shafts. In a current project everything is being milled - so originally I looked at trying to get something that would mesh properly with the output shaft of a servo - but well, I decided that was too complicated (and would be essentially impossiblel to mill due to the corners) and decided to attach everything to the included servo horn. I actually have the servo horns embedded in all the parts so you wouldn't even realize they're there at first glance.

Has anybody come up with any good ways to deal with this?

I am not sure how your design works, but I sometimes use
shaft couplers depending on the load. Most of these motors
cannot take a very high axial load. Other times, you can put
a toothed pulley directly on the shaft.