What I've used successfully is the blue Loc-Tite, which you can find in hardware stores, or sometimes in sporting goods stores or gun shops labeled "Gun-Tite". Unlike the red formulation, which creates a permanent bond that usually breaks something before it will let loose, the blue formulation bonds tightly enough to prevent things from accidentally unscrewing, but not so tightly that you can't get the head off if you really need to. I used it to attach the ballhead to my Gitzo, and it's stayed on firmly for about two years now, and it's still holding tight. It's about $5 for a small tube, but you'll only need a few drops.