With non-braided/paracord slings I usually use the following:
*Overhand Loop for my retention cords. (Simple, easy, and slippage is less of a factor than with the bowline.)
*Ashley (Oysterman's) Stopper Knot for retention knot. (Provides a sure grip without the overkill bulk of bigger knots, like the monkey's fist. Excellent for getting a surer grip on thin slings.)
For braided slings, one variety that I've played with and liked is the Matthew Walker knot/Double Matthew Walker knot. A bit tricky, but either variation works well as a retention knot, and looks a bit prettier and symmetrical than simply doing an overhand knot.
http://farm3.static.flickr.com/2367/2278204105_3d0037e7e3.jpgI rarely bother with anything other than a simple overhand knot with braided slings since I don't feel like bothering with the Matthew Walker. However I thought I'd throw it out there since it makes a pretty good release knot as well.