I usually use snug fitting rubber-coated spandex utility gloves that have the thumbs and forefingers cut out, but I bought some Machingers and I think they're just as good. I had a pair of the F&P gloves and they were okay, but not big enough for me. Anything to give you some traction on the quilt. :) I do think the F&P kind provide the least traction, but I could be wrong because I only used them a few times for short periods.
The quilt halo is worse than useless - it's painful to use and it gets in your way. It forces your hands into a constant gripping/pinching position and you have to keep picking it up and moving it.
There is another tool that's based on the same idea - two squares with rubber grips on the bottom. You can use either square or both of them together. There is an opening at the back, so you don't have to cut your thread to remove the frame, but it's still in your way - you have to keep picking it up and moving it.
The gloves work much better - provided that they're snug-fitting and don't shift around on your hands.