Rubber Band

This is the most commonly used alternative for self-injury. It seems to be very effective for most people.

Simply keep a rubber band on your wrist at all times. Whenever you feel an urge, snap the rubber band.

When I used this method, I found that hair ties with a little metal cuff worked better for me than the rubber band. A hair tie is more comfortable to wear on your wrist for extended periods of time and looks innocent to everyone else other than you.

Most hair ties now are connected with glue or are seamless (to give you the "ouchless" quality), but I'm sure there are still some classic ones lingering around. Below is a picture.