A secure Weight Belt or Weight Harness is a crucial safety item for any diver. It has to be able to be released instantly in any emergency, allowing you to drop your weights. But it also must but be locked enough not to come loose during your normal diving activities.
For scuba diving we like pocketed weight belt solutions like the Apollo Comfo Pocket Weight Belt.
The combination of webbing or rubber Weight Belts and Slotted Weights is used by most apnea divers, i.e. freedivers and spearfishing, plus by many scuba divers. Here's a video from Cressi about setting them up correctly.
Get your buoyancy right with these Weightbelt and Weight Harness options from The Scuba Doctor.