A marble in a wire cage. The cage holds the marble securely enough for day to day wear, but if I can pop the marble out and replace it with a different colored one of the same size whenever I like.
This Pendant is quite simple to make. I did it years ago, when I was in middle school, so I don't have the pics for a tutorial, but you could easily make it yourself.
I got some pliers and used them to wrap some heavy steel wire around a marble, made a loop at the top, and bent the cut wire ends so they won't poke anything.