You mean like the little wire c-clip that holds the shell-holder in the ram? You can pick those up at most hardware stores, and even some of the auto parts houses will have them.
An O-ring isn't just a passable expedient to get you through a session. I'm using them on my presses and appreciate the way they let the shell holder float better and is not pressed to one side. These are LEE presses, with the wire retainer. You do have to roll the O-ring down a little to the the shell holder in, but it's not an inconvenience. I bought spare O-rings to put in my press/mould parts box, thinking they would deteriorate, but mine have been in for several years with no sign of degradation.