Two years ago I bought cheap ultra light carbon fibre Amazon one and they work great. They hold the bottle firmly. I never lost one. They're 20g each I believe. The only downside is that they can scratch water bottles.

Amazon.com : PERGEAR Black Carbon Fiber Lightweight Bicycle Water Bottle Cage for Cycling - Pack of 2 : Sports & Outdoors

I recently bought the Supacaz Fly Cage Carbon ones for my new Tarmac SL8 since they were 25% off. Not sure why I did that considering that they're 70$ a piece, but whatever...