I often type them on the left side with one hand holding the shift and typing. It's not as hard as it sounds.

For me it's highly idiosyncratic. I type a lop of caps with LeftShift+Left hand, and RightShift+Right Hand, and many more with LeftShift+Right Hand or RightShift+LeftHand. I think it even comes down to what I'm typing: whether I'm working on Prose or text, and even the language I'm writing in (English, Irish or French)

Chording isn’t hard but my hands cramp faster when I do it. I’m working on a Karabiner config to force me to use right modifiers.