Nintendo has refined their Wiimote wrist strap design again, almost successfully removing all user responsibility for holding the controller. The newest revision has a locking clip that should keep the strap firmly in place. And if this doesn't work, it's time for Krazy Glue.
It's currently unknown if Nintendo is willing to send these out for free as they did with the original replacements, or if these will only be included with new Wiimotes. But if your current strap isn't constantly sliding off your wrist, you don't really need one of the new ones! Unless you just really want it to be more belt-like.