XLAB Gorilla XT Carbon Bottle Cage
This bottle cage is fairly expensive considering the simple task it has to perform (ie, holding a water bottle on a speeding bicycle). However, users are virtually unanimous in expressing delight at its quality and in the fact that it actually does the job, unlike many cheaper alternatives.
The manufacturers state that this cage has more than twice the gripping power of other carbon cages, which means that you are much less likely to lose a bottle on bumpy surfaces - particularly important when you cannot stop and dismount, and especially when you really need that bottle's contents!
The extra maneuvering required to release your bottle when you need it may take a little practice, though. The unit is compatible with standard cage mounts.