Best of both worlds, no plastic tabs that become loose over time yet the convenience of inline attachment.
No extra hardware other then the sponge needed.  Should work for 1.75 and 3mm filament.
Pinch filament between each half of a cut sponge and push all three in the small side and screw on the end cap.
Kitchen sponges seem to dry out, I have found that "Cellulose Facial Sponges" work well and are easy to find.  
3-17-15
Uploaded a thicker walled center component.  
4-10-15
Uploaded a version of outer portion that can thread on to the bottom filament guide of a Craftbot 3d printer.  
Check out my other designs: http://www.thingiverse.com/Kezat/designs