For wireless mics I really like the ones that Shure clips (the ones that come in their wireless kits or are available separately - WA371). They allow you to "snap" the mic in and out rather than having to push it through. Additionally, they are very durable, soft enough to be flexible but strong enough to hold the mic firmly. I've also used a similar mic clip from a company called Roehl I believe. I have not found them online but a local store here carries them.
For standard mics, I'm not nearly as choosy, pretty much any standard mic clip does fine for me. I've got such a varied collection from all the clips that have come with different mics that I can't say there's any one in particular that I prefer. The Shure ones are nice, so are the Audio Technica's.
I have to say I don't like the Alligator clip style like you mentioned. I knew a KJ that used those and the mics were hard to put in the clip and they often fell out. I never really trusted those so I stay away. I've also used a clip like this:
http://www.amazon.com/gp/product/B000PH ... HTWXHZQ0V8 that I've seen with different brand names on it. It's a complete POS. You can snap the mic in and out but the plastic is so hard that after a short amount of use they break. Not good.
Hope someone finds this helpful.