This is a tough question. On a lot of glass plugs you see, the neck is too long and the base or handle is too thick, so you end up with the end of the plug sticking out from between your cheeks. Not a good look under clothing. I have tried the aluminum version of the Luxotiq plug mentioned earlier in this thread. The Luxotiq plugs have a nice flat base and short neck, so the plug remains flush against your crack and nestled between your cheeks. This makes it unnoticeable under clothing. The shape of the plug itself seems to keep it firmly and safely inside. It will not fall out as you walk around with it in. Unfortunately, the glass versions are only available in either pink or purple. Clear is the best for glass toys, and yet unfortunately it is not available in clear. I do like the aluminum one, however. Another manufacturer makes one that looks just like it, except it is stainless steel and therefore a bit heavy (available here: http://www.thechaingang.com/adult-adventure/female-body-jewelry/butt-plugs-probes-insertables/art-deco-butt-plug.html). The benefit of this increase in weight with stainless steel is that it is more stimulating. You will not forget it's there. And whether a toy is glass or aluminum or steel, the great thing is the smoothness. This makes it far more comfortable than the rubbery stuff.
And JDS, glass toys such as these do not "fracture." These are not shot glasses or 5 cent Coke bottles we are talking about. This is solid glass.
I recently found an extremely high quality glass plug, available in various sizes. This is not the cheap stuff you might find on amazon, but the prices are very reasonable compared to other high end plugs. It is clear, and has a short neck and flat base so I believe it would stay hidden flush against the crack, nestled between the cheeks. But the base looks quite wide, so you would have to try it to know for sure. From what I have read in reviews of similar plugs, the larger sizes stay inside more securely, while the smaller sizes may be prone to falling out as one walks around. The larger sizes are still relatively easy to insert, due to the gradual shape and the smoothness of the glass. As always, you just need to get warmed up, stay relaxed, use lube, and be patient. I hope to get one of these soon:
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As a bonus, here is one in action: http://33.media.tumblr.com/b6f58e93a08bc37449a0cf2c313ecf83/tumblr_mligdzUzjB1sowph8o1_500.gif
*I am not affiliated with any of the linked sites/manufacturers