Well first you have to ask yourself if you are at a level where you can use loaded jumps.
Here's something from a book I'm working on:
Improper progression: Progression when jumping? Hey jumping is easy, no need to learn to jump! That’s a big mistake, and unfortunately one that I see very often. I see coaches having young kids doing high intensity plyometrics (depth jumps) and loaded jumps (jump squats with weights) when they can barely move properly! Listen, yes we’ve been jumping since we were kids, but that doesn’t mean that the technique we use is optimal or even safe. We’ve been running since we were kids too, and yet track coaches work on running technique for hours each week! Listen before you can even think about using the higher intensity jump exercises (loaded jumps, depth jumps) you must have perfect jumping mechanics and before including regular jumps in your training you must have perfect landing mechanics (this is were most people screw up). So you need to land properly before training jumps. And honestly, most athletes do not land properly. They absorb the force of lancing almost exclusively with the quads, as a result the knees travel forward and only the quads are significantly loaded. This increases the risk of overuse injuries and make the movement highly inefficient if you have to jump again. You need to learn to land using all your lower body muscles. This means that as soon as you land you are in a position like the one I had when I catch my power snatch.
Hips back, chest up. “Screwing” my feet into the floor to activate the glutes. Abs tight to minimize strength leaks. Only when an athlete can land properly should he thinks about adding jumps in his training. And only when he is highly efficient in jumps should he consider the more intense forms of jump training. I often practice low height jumps (from a 10-12” platform) focusing on landing in the proper position and firing the required muscles upon contact, then holding that position for 15-30 seconds maintaining maximum muscle tension. Proper squatting will also help you learn to land better).
If you are advanced enough for loaded jumps and you want to do loaded box jumps, then the weight vest is your best option. DBs is the second option and ankle weight should not be used because they don't actually add any loading to the actual propulsion phase.