Nothing helps you hold on to a barbell or dumbbell like holding on to one
Seriously, though, most of the grip "toys" help in areas of grip strength that don't carry over well to holding normal weights that you train with. For years, I've been recommending doing static holds with a barbell in a squat rack/power rack or holding heavy dumbbells at the end of your workout until you can't hold them any longer. Both will work your hands in a way that directly applies to needing the grip strength to hold on to weights during regular training, and won't require any special equipment.
Just load a barbell in a power rack with whatever the most is that you'd normally use (or more) on your heaviest sets of any major lift, so that you only need to lift it straight up a few inches to be standing with the bar in front of you at normal height (as if you're at the top of a deadlift position for the finish). Lift the few inches as needed, and hold the bar as long as you can until it pretty well is about to break your grip and fall out. Same thing can be done with dumbbells as well, works best if you set them on benches so you only have to lift a little bit, hold until you can't hold any longer. Do that 3x at the end of your training twice weekly for a few months, add weight or time on the holds at each session (or, an extra set if you can't seem to progress much) and it WILL help your grip strength. So, for example, if you can deadlift 200 lbs. for 5 reps, start with trying to hold the bar at lockout either with 200 lbs. for 3 sets of 30 seconds, or, overload with more weight (such as 250 lbs.) and try for 3 sets of 15-20 seconds. Lots of ways you can do it, and they all will be beneficial.
Here's a clip for reference on how it's done (you can even set the safety pins a bit higher, you just need at least an inch or two between where the bar starts and where you end at full lockout standing straight up)http://youtu.be/ujuPA_xRs3Q
Very uncomplicated, and gave me better results than any of the 20+ different grip exercises I used to do when it came to improving bar hold strength!