The vast majority of the little lobster claw style keychain clasps out there are junk. They break easily and offer little to no retention. The one brand that I have found that is consistently good are McGizmo clips.
Those of you who know a bit about flashlights will recognize McGizmo as a nom de plume of famed flashlight innovator Don McLeish. These clips are a product of his. They come in several different sizes, are reasonably priced, and they are quite durable.
I find them to be great for attaching small items like flashlights or firestarters like the ExoTac nanoSTRIKER to keychains or other gear. I have also used them with para-cord to make simple QD dummy cords for things like compasses or flashlights. You will find a million more uses for them.
Check out McGizmo Clips at Vigilant Gear.