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For those who haven't already discovered Stay-Lok snaps by Mustad are the dogs danglies and in 18 years lure fishing I have never had one come undone on me.
Their use is tricky to explain, after putting your lure on the loose end is pushed through the eye, at this point the loose end has to be pushed sideways to enable its loop passed over the long part of the snap to secure it. This makes it very hard for the snap to come apart, so hard in fact that until you get the hang of it can be a troublesome changing lures. Dave Lumb has stocked these for years (see links).
PS. If anyone can describe their use better please email me!