I use a shepherds whistle.
It took me three months to crack how to use it and once I could play "Rule Britannia" and "Happy Birthday" on it I started using it on my dogs.
I used to practice blowing it in the car (steady) and got many amused looks at traffic lights etc.
I got mine from here
Sheepdog Shop
I use a metal whistle (use vaseline in the cold weather) and have ordered a Corian one recently.
My dogs are taught to recall on verbal, hand and whistle cues depending upon context.
A whistle carries further than the voice and the best thing about whistles is if the dog ignores them it does not necessarily register with other dog owners!
My dogs do fast and slow recalls, stop and go left and right to my whistle which is why I want a shepherds whistle rather than a gundog one, I need more commends.
It also travels further than a gundog whistle.
My favourite lanyard is a kangaroo leather plaited which I bought 10 years ago.