The Arundel Looney Bin adjustable bottle cage seems pricey at $25, but might be worth it to retain an expensive thermos, or bottle of wine or whatever adult beverage you prefer.

I use a $6 Blackburn MC-1 aluminum cage. Very secure with Polar and Gatorade 24 oz bottles. If I hit anything hard enough to displace a Polar bottle I'll have a lot more to worry about than a lost bottle. It's almost too snug with Polar bottles. Just about right with the reused Gatorade bottles, but I don't expect those to last long before cracking.