I had to solve this problem regularly doing field service work. A magnetized driver is useless when the screws are non-ferrous or your trying to work in tight spots with lots of other steel around. My Final Solution was to use a length of silicon tubing over the shaft of the driver. Slide it down over the head of the screw and pull it back onto the driver.

I've had many of the commercial screw holders, I think I still have one in the toolkit, they work OK in most situations but the silicon tubing has never failed when you get the tubing size a tight fit on the shaft.