Hot shoes always get all the credit
Hot shoes get a lot of attention, but if you shoot with off-camera speedlites, cold shoes can be extremely handy. The Frio is built for one very simple and specific purpose: It holds flashes in place. They're not selling the V2 version, which has a more versatile tripod socket in the bottom to fit tripods more common outside the US.
The Frio V2 also has a DualLock system, which snaps the flash into place and prevents it from falling off the shoe, which is something that flashes appear to enjoy very much.
Each cold shoe costs $12.99, but they get cheaper if you buy several of them. Again, it's a simple little gadget, but it's one of those things you're glad you have when you need it. I threw a couple of the V1 version in my bag quite a while ago and was actually surprised to see how often they cam in handy when I was using flashes.
Check out the official site for more details