I've heard that the Mr. Right is a better packer over-all, but it's more expensive, so it depends on how much use it will see. The Mr. Limpies aren't known to be particularly durable and require dusting with cornstarch, I think.
If you want it to stay in place, you can try fashion tape if there's no hair in the way, or make a strap/s out of elastic lace (I find the lace, especially if nude, shows much less than thick regular elastic). Or a holder and conceal safety pins.