I am using a Gary Fong Lightsphere Collapsible on my 430ex II. Outdoors I am using the amber and indoors the white diffusor cap on the dome. Works pretty well for me.Out of interest how securely does the Lightsphere Collapsible attach to the flash? I bought a Lightsphere Universal a few years back and while I really like the effect it gives the way it attaches with velcro and doesn't push down far onto a 580ex II is terrible. Even just in normal use at an event the first time I used it without any rough treatment it fell of 2 or 3 times and before the end of the night put it back in the bag.
Now I just use a small and cheap square diffuser, the results aren't as good as the Lightsphere but it's very tight fitting, stores easily while still attached and I rarely take it off unless I really need 100% output. A soft box would be the best option though if you don't mind the size as a few comments above indicate.
The Lightsphere Collapsible is made of some sort of flexible rubber material that fits tight and secure around the flash, it does even withstand strong gusts of wind.
But I know what you mean - the Snoot is attached to the flash using that kind of velcro band. At least on the 430ex II it does come loose after a while, probably that would happen less opften on a bigger flash unit such as the 580...