I'll give you a quick run-down of what I know of anti-fog inserts.
I know of three brands (though there could certainly be more that I'm not aware of)- Pinlock, Fog City (pro-shield) and ProGrip. Two of the brands require "pins" to attach to the visor (Pinlock, Fog City) the other (ProGrip) does not.
**Edit - Fog City makes a non-pinned version like proGrip which sticks on.
The benefit of the pinned anti-fog visor inserts is they can be removed and reinstalled (though it isn't recommended), and they have a very long life due to their ability to be tightened if needed. The downside is that they are helmet make/model shield specific and require pins which are drilled through the shield.
The benefit of stick on visor inserts (the brand I know of is ProGrip. ** - fog city makes a stick-on too) is that pins aren't required. You simply buy a universal kit and stick it on your visor (they may make visor specific models too, I haven't looked). The downside is that they have a life that is limited by their adhesion. One review I read said that it worked perfectly for 8 months, but then failed.
**Edit - User superzoom reported that the optical quality and durability of the "fog city" stick on is poor.
If your current visor is "pinlock ready" locating and installing the correct insert is fairly simple. Just Google the make and model of your helmet, and either the word "pinlock" or "fog city" and you're all set. Pinlock has an installation video on YouTube which is very straightforward.
If your current visor isn't pinlock ready and would like an anti-fog insert I believe that you have 4 options:
1. Buy a pinlock ready visor and install a pinned insert on it, or possibly better yet - by a visor with a pre-installed pinlock/pinned visor.
2. Buy a ProGrip (or similar) stick on insert.
3. Buy a universal pinlock/fog city DIY install kit which comes with a template, drill bit, anti fog insert and pins.
4. Buy a pinlock/fog city insert thats specifically made for your non-pinlock ready visor, a set of 3 component pinlock pins (or similar), and a 5mm drill bit. (This was the best/cheapest option for me. It did require time with masking tape and a ruler to lay out the two drill holes.)
Depending on the specifics this could cost as little as $20 or up to $100+. Irregardless, I feel that it's definitely money well spent. Being "fog free" has really improved my riding experience and safety. It (obviously) improved visibility, but also removed a huge distraction.
I realize that I haven't actually provided any links, but I hope this serves as a suitable explanation. Please feel free to ask questions or critique anything I've said.
-Chris