My pedometers used to always "pop" off of my waistband when I moved. I lost several and broke a few when this happened. Since I've been using the Personal Trainer: Walking pedometers for Nintendo DS, this hasn't happened.
The Personal Trainer: Walking cartridge comes with 2 pedometers that you can clip on if you like, but you can also stick them in your pocket. This is what I like. They're accurate & don't get in your way. You can also use the cartridge to view your activity over the day. Very helpful sometimes.