I prefer hand knitted or crocheted single layer ones. If you can knit or crochet, or know someone who can, you can make your own really easily. There are loads of free patterns if you google. Just make sure you use 100% wool and/or alpaca, and that it's not machine washable wool. I like light worsted weight rather than chunky or aran weight arms, as they are slimmer fitting, but work just as well. Personally I don't like the Disana or Popolini ones, as they are double layer, and just don't seem to work as well as single lyre, and seem to take a lot more lanolising than hand knitted.
You can also use felted wool (old sweaters which have been felted, but again, make sure they're not marked as machine washable) and sew them, but I like the stretchiness of knitted/crocheted ones, and the fact that there's no elastic involved.