you could super glue but i dont think it would be the best thing to use. i know alot of people will drill a hole through the rocks and put in a acrylic rod in to hold it all together. Or
something that i have been using to put frags onto larger rocks is JB WATERWELD it seems to work great! that would work for putting rocks together as well. one thing i noticed is it doesnt take the putty long to get hard so you do need to move pretty quick. there are other threads talking about using putty in the tank and the possible affects on the tanks critters.the only thing i have noticed is that the skimmer works a little harder for a day or two after you put it into the tank. but the putty did not affect any fish inverts or other corals.
hope this helps
You do not have to go through all that. Take your time...the rocks lock together and they can be stacked.
Here is a picture of my tank. Ignore how it looks, just check out the rock work. I have two caves, it is built up and very stable.
I have a sand sifter sleeper goby, and I am confident he can't cause a rock slide.