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If I'm not to late to chime in these are my faves for no studs.
-Daniel Kent
The "Toggle Locks" are the best ones out of all the ones that rely on the drywall to hold but as others already mentioned any of these types rely on the strength of the drywall to hold together.
The reason the Toggle Lock is even a bit better than the other plastic and metal tapered screw types is that with that lock the solid area along the backside of the drywall where it has intact gypsum, intact paper (or fiberglass or etc with green board, blue board, etc) is much stronger than the raw, rough and already "eroding" gypsum you drilled through or screwed through.
If you are careful you can even reuse these by taking the screw out, rotating it so the lock then retracts into the housing and pullout again. I've had every other type of anchor (except that Hilti I have never had chance to use) fail except for the toggle lock and then when I was trying to make one of them fail forcefully it literally took a baseball sized chunk of drywall out with it!
