I like the Specialized Rib Cages. I buy them at full price from a local store, I think they're now $20 each, and they used to be $15. Plastic, reasonably light (39g according to my scale) and I've never dropped a bottle out of them. They're tight at first (I'm using CamelBak Podium bottles generally speaking) but they loosen up after a bit.
For one spot, because the bike's main triangle is small, I got the side loading version of the same cage. It's a bit easier to pull a bottle out of it but it's also super secure. When I say "secure" I'm talking roads where people's brake levers shifted on their bars, their bars twisted in the stem, clinchers get pinch flatted, and other people's bottles went flying ("depth charging"). These are typically in races where you don't have much choice in riding through something or not - swerving is one of the most dangerous things to do in a group of riders - so even though it would have been simple to avoid those bumps if we were riding solo it would have been extremely selfish to take out a bunch of others just to avoid dropping a bottle.
A tongue in cheek review of the cage (because weight isn't all that), back when they were $15 each:
http://sprinterdellacasa.blogspot.co...ds-for-30.html
btw I've dropped bottles out of those Elite cages pictured in the same post, hence my changing out of them. And yes I know about bending them in and all that.