I've never used crazy glue, although I almost always use some head cement. I will use wax, which I find helps with touch dubbing, and to hold things in place for dubbing loops, etc. Cobblers wax for Greenwells is nice, as REE has pointed out. One thing I have noticed is that the wax will help to hold the whip finish nicely, which means on small flies, where you don't want to get cement all over the head, a touch of wax on the thread will help secue the finishing knot.

- Jeff