I also use the ATN Mastclimber. It isn't the easiest or most intuitive option to set/rig up. But it works very well and is a great solution for those of us that prefer to rely only on ourselves -- Rather than depending on the availability of and the winch skills of dock mates or spouses to hoist us up.
For added peace-of-mind, in addition to the halyard to be used as the ATN ascending line, I also rig and tension a second halyard parallel. From the ATN's D-ring, using a spring clip, I clip on a ~3' loop which is used to affix a Prusik knot to the second halyard. As I ascend/descend using the ATN device, I also move the Prusik knot along the second halyard. This provides the second backup safety system. Here's a link to the "Prusik" knot.
http://www.animatedknots.com/prusik/index.php