I prefer to work whenever possible without gaffs and without any bodywork (sleeving, topit, etc.) The most convincing vanish of a coin IMO is done with a retention vanish. You can find descriptions of that in Coin Magic, Bobo, and Expert Coin Magic. The one I use is done with a silver dollar (smaller coin can be used) and is an original sleight of mine called the URV or Universal Retention Vanish. There are some clips of it and other vanishes in the link below:

http://www.geocities.com/larrybarnowsky/
http://www.geocities.com/larrybarnowsky/movieclips.html

The technique of the URV can also be used for a one hand vanish, a coin change, and a coin switch.

Hey thanks Larry for your contribution . Quote from passage "The Universal Retention Vanish will soon be your favorite vanish" <---- yea , I kinda like it.
Thanks Larrry. B)

Thanks for the clip. Atleast now I got to know some of the variation in coin handling.