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Good grip strength is required in different sports. In some of them it's critical, for instance: rock climbing, in others it's not. In this context we're talking about grip strength for gym. It's needed to hold weight with your forearms, mainly for deadlifts and shrugs.

There are many exercises for improving holding, or supporting, grip strength. There are: forearm curls, reverse forearm curls, reverse arm curls, ball squeezing, fingertip push ups and others. I would prefer exercises that are closer to what you need. Since the purpose is to develop holding grip strength then I would recommend one of the following exercises:

• "Farmers walk" - take two heavy dumbbells and walk with them around the weight as long as you can. Each time try to increase either the duration or the weight.
• Dumbbell holding with a towel - wrap a towel around the handle. The towel adds dimension to the handle and forces you to grip harder to hold on. Each time try to increase one of the following: duration, towel thickness or weight. I like this exercise since small weight is enough for a good forearm workout and you can hold the dumbbell several centimeters above the floor, which allows you to literally drop the weight upon necessity.
• Static weight holding - prepare the barbell a little lower than waist level. Either place it on special steps or put it on weight limiters in smith machine. Lift the barbell and hold it for as much as you can.
• Simple hanging on pull up bar. Time yourself each workout and try to increase the duration. If you can hang for more than two minutes try to wrap a towel around the bar.

Note: in the mentioned exercises choose the weight so that you can hold for 30-120 seconds. If you can hold for more than 120 seconds than increase the load. And, if you can't hold 30 sec than decrease the load.

Choose and exercise and make several sets in the end of each work out.

Good luck.