I've used epoxy made for this purpose. Sorry, I can't recall the brand name, but I've used a green wand-shaped stuff with a white center. (You break off a piece and mix the green and white together then apply.) It's pretty white when hardened so you want to make sure it doesn't show (you can trim it while it's still somewhat soft). Worked just fine for me.
However, my LFS was reluctant to recommend using it - mainly because you will want to move the little guys around occasionally. Sometimes you get one coral bothering another, or discoverd that the conditions aren't the best and need to move one. (We moved our jets to try and decrease some red algae build-up and this seriously affected the location of the high and low current areas). So you only want to use it when absolutely necessary. We've got 8 or 9 corals in our tank and I've only glued one (a yellow leather near the top - loves light - and the snails were always knocking it off - too long a drop IMO). It takes some work to arrange them so they're not precarious, but I think it's best if you can.
[This message has been edited by KMatysek (edited 04-28-2000).]