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I'm new, but I found something that might help a few people who play without a shoulder rest .
I recently got my first student violin, and it came with the standard cheap shoulder rest. I didn't like it at first, as the violin hurt my jaw a bit. I later discovered it was the chin rest and made adjustments, but before that, I set off in search of something to pad my shoulder a bit. The sponge method seemed not to work well for me, and didn't really help with the slipping. I was at Walmart when I discovered a silicone trivet, a pot holder. It's thin, will conform to my shoulder, doesn't slip, cheap, and because of the honeycomb style texture, still provides great padding for my bones. Here's a link, though you can only buy them in the store and mine was black, not the yellow in the picture: http://www.walmart.com/ip/Gour.....t/22374192
I love the idea. And it worked until you got comfortable. Work arounds and make do fixes are highly under-rated. Pierre (Fiddlerman) uses a rubber make up pad. If you're comfortable and can play, go for it.
'Tis a gift to be simple, 'tis a gift to be free
'Tis a gift to come down where we ought to be,
And when we find ourselves in the place just right,
'Twill be in the valley of love and delight.