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A belay device acts as a brake on the climbing rope by applying friction to it. The device, plus the belayer's quick "braking hand" (which locks off the free end of the rope), helps keep tension on the rope and helps protect the climber at the other end. It is an essential device for climbing safety.
When choosing a belay device, you have three primary types to choose from:
    • Tubular
    • Assisted braking
    • Figure 8

Best for: Multipitch trad climbing, sport climbing, gym climbing
Advantages of tubular belay devices:
    • Compact, light and easy to use
    • Work with many rope diameters and can accommodate single or double ropes
    • Ropes don’t twist or kink
    • Can be used for rappelling on two strands
Drawbacks of tubular belay devices:
    • Some people, especially lightweight climbers, find tubular belay devices to be slow for rappelling

Best for: Sport climbing, gym climbing, multipitch trad climbing
Advantages of assisted-braking devices:
    • Help the belayer to stop the climber's fall
    • Feed rope smoothly
    • Assisted-braking devices with camming mechanisms make it easy to lower the climber in a controlled manner
    • Don’t work with all diameters of rope, so be sure to check the manufacturer’s specifications
    • Assisted-braking devices with camming mechanisms tend to be heavier than other devices
    • Some only allow rappelling on a single strand
    • Devices with camming mechanisms are not recommended for use with wet or icy ropes
    • Tubular devices with an assisted-braking mode lock up under a load when rigged in this mode, making them difficult to use as lowering devices

Best for: Search and rescue, caving, rappelling
Advantages of figure 8 belay devices:
    • Efficient and smooth for rappelling
    • Dissipate heat from friction efficiently
    • Can be used with just about any rope diameter
    • Require more attention and more force from the belayer's hand than other belay devices
    • They put a twist in the climbing rope, which can make rope handling difficult

So as per climbing need, one must choose the belay devices appropriately considering their merits and demerits.