A couple of people have recommended magnetic paper, which is pretty good, but no-one seems to make it any thicker than about 0.8mm. Personally I've used magnetic tape, which essentially is the same stuff, but available in greater thicknesses up to about 1.6mm.
You can also buy it in convenient widths if you're magnetising your bases, I got a couple of metres of 20mm wide tape which did half the work for me.
I also use sheets of steel as movement trays, rather than lining plastic trays with thin steel.
The thicker material is very good for plastics, when testing it I found that I can actually ram a ranked up unit down onto a table without having any of them move!
Metal models don't hold so well, but they can do the upside down trick easily.