The tweezer kind is nice. Light weight, easy to adjust for the right pressure/fit and lots of fun things you can dangle on the ends to keep it seasonal or match your other attire or setting.

The most common ones are the clamps with the little adjustment know. They are heavier, frequently connected by a chain and can be easy to fall off adjusted to be very light.

Inexpensive household option: chopsticks bound on either end with elastics, adjusting the presure is easy by wedging a bit of paper, like the chopstick wrapper, on either end by the elastic. Fun for twisting, be mindful of splinters. Don't use pens or markers as they could explode with too much pressure.