What are some good stress incontinence devices?

Few exist: I will assume that you are referring to nonsurgical devices for women. 1) pessaries can be worn vaginally and put pressure on the bladder opening (urethra) from underneath & help block urine loss. 2) urethral "plugs" exist which are small devices inserted into urethral opening & are removed for urination. 3) soft caps that "suction" on over the urethral opening and are removed to urinate.

Exercises/pessaries: Real stress incontinence is usually related to hyper mobility of the urethral/bladder neck. This can be improved with pelvic floor strengthening by doing kegel exercises. However, pessaries can be worn and diaphragms can help with mild leakage. There are physical therapists who are trained in strengthening the pelvic floor muscles and can help you with this.