In reply to johncook:
> The Grivel Daisy and others, which are identical are marketed, usually, as PAS, personal anchor systems. The come with a locking carabiner. Go Outdoors has another make for about £27 I believe (look it up if you need one) The PAS is made of several interlocked sewn nylon slings, and does not have the daisy chain (a device for aid climbing) problems, of misclipping pockets etc. I have a PAS, but rarely carry it on single pitch trad in the UK, but do carry it on sport routes, and 'trad' outside the UK where fixed anchors are common.
The definitive answer. I started out using home made cow's tails (as in caving) which is a cheap way of mimicking the "dynaclip" mentioned above, which despite the posh name and price appears to be simply a cow's tail.
I've subsequently swapped it for a so called "Personal Anchor System" (PAS) from Sterling Ropes, made of tubular nylon and called the "Chain Reactor". I find this perfect for winter and Euro multipitch with fixed belays, especially when climbing on a rope of 3 where belaying with the rope can slow you down when swapping leaders, direct belaying on a guide plate, and for multiple abseils.
It is in no way difficult to work out how to clip it to the harness and creates no faff or tangles - this may be helped by the fact of being of soft tubular nylon as opposed to stiffer dyneema.