i like the rubber egg ones because they are easy to use. they seem to fail after you adjust them a few times though.
the string ones on the little straw are what i mostly use, i leave a bit hanging to tighten them with.
braided line with a nail knot works well, but is harder to tie.
for ice fishing, i've always had trouble with them icing up and not wanting to go through the guides, and for panfish, the stuff i use is so light it doesn't want to go htrough the bobber to the depths.
i end up just handlining then. anybody know a good way around the ice issues?