I've seen it done several different ways and depending how often you plan to rearrange your aquascaping comes into play....For my new 240 setup I contemplating drilling an using small diameter acrylic rod to put the pieces together....I don't rearrange very often, but it would prevent rock slides that I've seen and heard people talk about......It would also make it easier to get the pieces exactly where you want them even if you can't sit them in place without anything, so you get exactly what you want, but will take time to drill and all......I've heard of people using epoxy, but again if you need to move pieces around your kind of stuck if there glued together.....
My current tank the rock is stacked and haven't had any rock slides (knock on wood), but some pieces would just look better elsewhere, but could build it solidly like it should be.....Depending on width of tank also helps in aquascaping as well