I use card board bookmarks that the library handed out for free some years. There were some nice designs, and I ended up with quite a collection
I don't find the fall out easily (unless I handle the book clumsily). I've had a few bookmarks of the type that are sort of like a giant paper clip, but I've found they tend to tear the page. And ordinary paper clips leave marks in the paper. I've also used post cards, but they are too big and tend to fall out easier than the narrower bookmarks.