We got a set like these.
http://www.toysrus.com/product/inde...kw=cup+holder&kw=cup+holder&parentPage=search
They work very well. Been to Disney twice with them. (Put them on an umbrella stroller). Just detach them when you go on rides. When CMs move the strollers, they get bumped around, and we lost our cup holder. But, they sell smaller kits, so they're easily replaceable.
FYI, the cup holder easily held large Cokes, and the bottle holders never lost their grip. They are pretty tough clips.