I find a refractometer works great for OG, and a finishing hydrometer works best for final gravity (with presence of alcohol). I typically drink the sample, as I am mostly curious as to how the flavor is shaping up, especially once FG has settled (to gauge bulk-aging or conditioning impact on flavor).
However, I have some sours that I sometimes return the sample with (since I take so many over the long aging period). In this case, I use a wine thief and I put the hydrometer in the thief. Before I take a sample, I put both in sanitizer, then carefully drain the sanitizer. Then, with the hydrometer in the thief, gently lower both into the vessel until I get enough of a sample to get a reading. Then I carefully pull out the hydrometer and gently set it aside, then return the sample to the vessel.
I know another homebrewer who constructed a container from about 3 feet of 3" diameter pvc pipe, sealed at one end and plugged on top, mounted on a stand, so he can keep his thief and hydrometer sitting in sanitizer. He just pulls the plug and empties the thief, then pulls his sample, measures it, returns the sample, then returns the thief and hydrometer to the sanitizer in the container.
Most thief's (thieves?) are plastic, so you probably don't want to leave it sitting in the sanitizer for extended periods, as the plastic will break down over time, but you probably also don't want a glass thief, as this will greatly increase the risk of breaking your hydrometer.