JB water weld's what I use, but you have to make a kind of "sandwich" to have much luck getting frags to stick.
Like this: (cryanolite-based superglue "gel", not liquid, mind you)
Bottom of frag - superglue gel - thin pad of JB - yet more superglue gel - rock I want it stuck to
The last couple of times I've just given up, drained the tank down to the section of rockwork I'm planning to anchor to, and just use the gel only. Seems to work better than trying it submerged, provided your corals can deal with a few minutes of air exposure.