Which belay devices are best? When partaking in a sport like climbing that’s equally exhilarating and dangerous, safety precautions take priority. Armed with a good braking hand, harness and rope, the other essential equipment you need is a belay device. The best high-quality devices, like the Petzl GriGri 2 Belay Device, apply friction to the rope, acting as a brake that catches a climber in case of a fall.