Great question! There are about a million little devices out there for quilters. My preference is a small piece of masking tape. I generally use 1/4 inch masking tape since I have it around to mark quilts for quilting, and it is a convenient size. I just tear off a piece or two and cover the tip of my finger(s). I can usually quilt for hours with the same pieces. When I am finished for the day, I just throw it away and start again the next time. If it wears through, just throw the used pieces away and get some fresh ones.
Happy Quilting!
Penny Halgren