I had used polish and yarn but the polish always wore off too quickly and the yarn not very practical tiny legs would sometimes get caught up in there.
I purchase my whelping bands from
Whelping ID Bands - Ultra-Soft...Expandable Whelping ID Bands For Any Size Litter!
they are a fleece material with tons of stretch to it,so you can put them on a little more snug and not worry about choking.