I've printed tons of filament clips trying to find the best one, and ultimately decided on a hybrid of corkymork's filament clip and mitrasmit's filament clip. This hybrid design captures both the end of the filament and the next loop, holding them securely while still being easy to use. 1.75mm and 2.85/3mm versions included, plus the Fusion360 file if you want to hack on it.
Recommended print settings: 0.25mm layer height for printers with 0.4-0.5mm nozzles, 2 or 3 perimeters.
Edit 2019.01.15 - adding version 9 files: based on CostaRich's make I decided to modify the 1.75mm clip to put a little less bend in the filament. The v9 clip is also a little taller, and the circular nubs wider at the top, to compensate for the wider channel at the bottom. I haven't changed the 2.85/3mm version because I'm happy with how that one fits.