While on rappel, there are multiple methods to keep yourself safe from a fall. The most common is to have someone who has already reached the bottom belay you from there, called a fireman's belay. In the event of a slip or fall, that person needs only to pull on the rappel line (the rope you're on) to stop, or arrest, your fall. In this case the person providing the belay is basically a second braking hand, making the line taut between the ground and your rappel device bringing you to a stop.
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Equipment of the moment: 6mm sewn prusik cords
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There also exist self-belays, or pseudo-belays that can be used if someone is the first person down or just as an extra level of safety. These can be as simple as knots made with short cords or complex mechanical devices. For the sake of this post we'll focus on the knots.
The main two "slide and grip" knots, or "friction knots" used in canyoneering are the Prusik knot and the Autoblock. Both work the same way. It is attached to your harness with a locking carabiner. Placed below one's rappel device, your hand is used to slide it comfortably down the rope. In the event of a fall, your body/the carabiner pulls against the bight causing the knot to "lock" and grip the rope in place. This is assuming the rappeller's hands are off the rope after the slip - if the person is holding on to the knot, it will just travel all the way down the rope and not grip it.
Autoblock on left, Prusik knot on right.
These knots usually grip very quickly, within an inch of a fall assuming they travel down the rope at all. They can also be used to ascend a rope (though in this case mechanical ascenders are immensely preferred). Using two prusik knots or autoblocks, one connected to a foot loop and one connected to your harness or extension (chain reactor/P.A.S.), simply alternating which knot is under load and pushing the other up the rope will allow you to climb it.
There is some debate over the "safety" of using these self-belays. In my honest opinion it's just silly. There are some who believe they should almost never be used, and only sometimes by the first person down (meaning the first person has nothing but his brake hand to rely on). The argument is that if someone were to slip, the knot would get caught up in one's rappel device and they would be "stuck" requiring them to be lowered or rescued. Let the record show that - assuming this did happen any sort of often - I would personally rather be stuck than be a puddle any day of the week.
It is indeed quite possible for this to happen, and it is very aggravating/frustrating when it does. It is first very seldom one slips and starts to fall, more so to the point one's hands are thrown off the rope, and then again even more that the autoblock or prusik knot makes it all the way to the rappel device if properly attached (knot on belay loop of harness and rappel device extended from harness via a chain reactor or personal anchor system). This is meant as no sort of boast but I have never had it get stuck to the point where I could not release it and continue rappelling, nor has anyone I've gone with, including totally inexperienced people. Others' dramatization aside, it is really not that much of an advanced technique and just adds an extra layer of safety.
The only time I think most everyone can agree self-belays should not be used is in rappels with a strong waterfall or strong current to land in - as these increase the chances of them gripping the rope and preventing descent/movement, which can be dangerous for anyone in a heavy waterflow. I have personally experienced this on the second rappel at the Seven Teacups. I slipped, started to fall, and the autoblock was caught and I could simply not release it under load. Looking up to try and fix it was difficult enough as water would just pour down onto my face, and I had to look downwards just to breathe easily. Was approaching the point of just cutting the darn thing off, but thank god 5.10 shoes exist and I was able to use my feet to lift myself up a few inches - enough to release it and continue rappelling.
Canyoneers really should be able to determine whether autoblocks and prusik knots are suited for such wet rappels. No one HAS to use them for dry rappels or those with only a small flow - but there is definitely no reason not to increase that margin of safety.
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