It's very simple and I guess it can look weird if the space between entries is too big, but I feel it the best way, enlarged subset symbols are just awful.
Maybe with a little more skill in xy-pic constructions, you can arrange to slightly rescale the symbol depending on the space between entries.
By hand, it's possible for sure, but I guess it would be possible to do that automatically too.
Here is my solution — I can't do anything better without a MWE.
\documentclass{article}
\usepackage[all]{xy}
\newdir{d}{{\subset}}
\begin{document}
\[
\xymatrix{
A \ar@{}[r]|{\subset} & B\\
A \ar@{-*{\subset}}[r] & B\\
A \ar@{-d}[r] & B\\
A \ar@{-d}[r]-<10pt,0pt> & B
}
\]
\end{document}
The \newdir command allows to define shorthand.
And the result :
Note that you can find some help in the xyguide pages 5 and 6.
Best Answer
I personally use :
It's very simple and I guess it can look weird if the space between entries is too big, but I feel it the best way, enlarged subset symbols are just awful.
Maybe with a little more skill in xy-pic constructions, you can arrange to slightly rescale the symbol depending on the space between entries. By hand, it's possible for sure, but I guess it would be possible to do that automatically too.