I use Mustad 3399A's which are kinda like the 3906's but 2/3rds the price. You need to crimp the barb very flat since this is the most common problem. Use broad tip tweezers to hold the beads.

Most beads you get at the craft store aren't very good. They have small holes, vary greatly in size, and are often too 'long'. The one quality exception are "Mill Hill" embroidery beads made in Japan.

To get good beads you need to go to a bead store. There are lots around, just look in your phone directory. Again, Japanese beads are the best, in particular Miyuki or Toho brands. They are a consistent size with large holes. Some stores only sell Czech sead beads; these are okay for some applications.