I got these from the blog Bondage Predicaments (which I also link to from here), so I can’t take any credit. But I like how quick, easy, and affordable they are.
First, look at how he adapted the ordinary clothespin by cutting and adhering the prickly side of velcro tape. Nice, fast, and just painful enough!
He also has the interesting idea of making a sub stand barefoot on an Office Chair Mat, but with the prickly side up. I like!
And in the CBT category, he suggesting adding more of the prickly velcro tape to a wooden clamp. Simple! Note, though, it does have to be balanced, as he has on the stool in front of the sub.