I prefer a mischmetal rod but also keep a Doans magnesium bar in my pack.
A trick I've learned is to scrape your mag shavings onto a piece of duct tape
to keep the shavings from blowing away. I also keep a piece of old hacksaw
blade attached to it which makes the scraping a lot easier.
Like with all other firemaking techniques ... the more you practice the better you'll be at it.