The first type I purchased were like these split lock markers. The ridge on them was so wide that they created ladders in my knitting.
Next I purchased some metal rings with beads dangling from them that were akin to these. They were really pretty, but I found the dangles were a bit cumbersome and only added extra weight to my project. Extra weight is a problem when you are prone to tendonitis.
Finally, after being unable to find my pile of markers, I ended up tying my scrap yarn into loops. This works perfectly for me. They are extremely inexpensive, and I can color code them for meaning. Green can mean the beginning of a round, red can mean the end of a cable etc. The only downfall to these is if you knit by touch, yarn stitch markers do not have enough texture to tell you hands to ‘do the next thing’.