Using epoxy has worked fairly well for me. The downside to epoxy is the wait. It takes about a day to get fully hard. Those little plastic jigs for gluing cue tips seem to work very well. They hold it on tight while the glue bonds and so you can get it centered without having to hold it down.

The problem with weak glue for me is that at my friends house (where I play) he has a brother that has friends that screw everything up. They have on multiple occasions broken the tip off my cue by missing the ball that badly or just being dumb. Oh well.