I saw Qrome's "Hex Driver Handle with Grip" a few days ago and thought what a great idea, but, perhaps, I can make a good design even better - you be the judge.
This design is extremely strong - the solid handle has a groove to take the full turning force of the allen Key, while the hole through the tip's centre gives virtually zero slop.
I find these as good as my Xcellite hex driver, and better than my DU-Bro Hex Drivers, as they have a bigger diameter so I can tighten things that little bit more. Pretty econimical too, the full set of Ball Ended Allen Keys shown cost me $6 at a cheap shop in Sydney.
I cut down the short Allen Key end so it doesn't stcik out, but it's not really necessary.
I made 1.5,mm, 2mm and 2.5mm, as these are the sizes I use in my 3D stuff, for grub screws and 3mm screws - as you can see I used the resistor color-code to color them, makes picking up the one I need much easier too :-)