You want this one: http://www.berkeleypoint.com/products/hardware/microclip.html

The next bigger one (mini clip) is a bit easier to get on and off of the keyring but makes the whole combination that much bigger (1/4" longer or so, you really notice it). You might consider it if you're going to put it on and off of the keychain a lot. The easier operation might make up for the larger size.

The nano and pico are too tiny to clip easily onto a large splitring.