What car? The knob on my 02 WRX just screws on and off. Most aftermarket knobs utilize allen screws that dig into the side of the lever. That's part of the reason why I went with the Subaru Momo knob for my car. It's threaded and screws on like stock.
Check out this***Hardbar These guys are good!!! They screw right on and no rattle or check plastic or tap screws. Solid all the way + they will custom fit your needs. They are pricy but I had gone through about five other one untill I found this one.
It depends on what's most important to you when picking a knob - weight? color? shape? length? aesthetics? Tell us what's important, and I'm sure we can find you a good knob. If I had WRB, I'd go with this: