Three rubber bands linked together… two on each arm of the water bottle cage, linked into the one that goes over the nozzle of the water bottle. That got me lots of comments (“wow… that’s a really good idea… wish I woulda’ done that.”) out on the bike course at IMWI last year.
I have the X-lab Super Wing on my bike (… really impressed with that)… but I didn’t buy their cages (http://www.trisports.com/gorilla-carbon-cage.html). At $50 a pop, I would imagine that they HAVE to hold a bottle pretty well. Otherwise, there’s always the alternative… $0.15 in rubber bands. Your call.