A chalk ball is a good choice because it minimizes dust and prevents spills. An excellent brand is the FrictionLabs Magic Refillable Chalk Sock, which is filled with a very highly-rated chalk. The FrictionLabs Chalk Sock is available on Amazon.com, click here to check it out.
Chalk balls (also known as chalk socks) help prevent gym holds from getting caked with excess chalk. Gripping the chalk ball covers the fingers with a fine, but effective, coating. Too much chalk on the hands is counter-productive, causing slippage instead of grip. The image below shows the fine coating of chalk that comes from squeezing a chalk ball.
The chalk bag I selected has a built-in chalk sock. FrictionLabs Unicorn Dust is recommended for filling chalk socks because it’s one of the finest powders available. The powder seeps easily through the sock liner material, whereas a coarser chalk might not flow through enough to give an effective coating. If you will be getting a bag with a built-in chalk sock, or if loose chalk appeals to you, click here to see the price and availability of the FrictionLabs Unicorn Dust on Amazon.com.
For a quick overview on what to consider when selecting your chalk, see my article, Get the Right Chalk for Your First Indoor Bouldering Session.