My husband uses a DUI Weight & Trim, and likes it a lot. The only downside is that, if you practice dumping weights, it's a PITA to put them back.
I used a pocketed weight belt and soft weights for some time, until I lost a five pound weight out of one of the pockets during a dive, and did the ascent hanging onto kelp stipes. I now use hard weights on a belt, and if they are arranged correctly, I find them quite comfortable.
You can also buy soft weight belts in calibrated weights, which you might find less objectionable.
I used a pocketed weight belt and soft weights for some time, until I lost a five pound weight out of one of the pockets during a dive, and did the ascent hanging onto kelp stipes. I now use hard weights on a belt, and if they are arranged correctly, I find them quite comfortable.
You can also buy soft weight belts in calibrated weights, which you might find less objectionable.