I use this stuff called AquaMend which is an underwater repair epoxy putty. Its a 2 part mix that makes a nice firm hold on rock. I bought it at Home Depot I believe. I've had fair success with it but the thing to remember is that nothing works perfect. I've been resorting more and more to the 'where is falls, it will stay' method. If you need a pic of it, let me know.
Oh and for small frags and rock, I use superglue gel. Works great.