The Mikki two tone whistle is our Whistle of choice. It is very sturdy and is a one piece whistle so you will never have the problem of it unscrewing into two parts and it comes complete with a lanyard for keeping it around your neck.
Because it has two pitches you can train your dog to respond to different pitches for different commands or you can just work with the one that gets most reaction from your dog.
Just Dogs thinks using whistles as part of your training regime is a great idea. Whistles can be a great way to work with your dog when training recall and can even be started off in the house and unlike a clicker they can be heard over far distances.
We always recommend that when you start using your whistle get your dog used to the fact that the sound of the whistle means their favourite reward is due (whether that be treats, praise or a toy) and this will help to reinforce the behaviour you wish to achieve.