I use the bead method or while tying up the wings, I leave extra material and a drop of hardhat or head cement onto the material then shove the cone over it. Make a few turns of the thread in front of the cone to anchor it down.
How do I come up with that crap. First, your tying area needs to consume an entire dinning room table. Over time, a ton of non-flytying crap will accumulate with the fur and hooks. The first time I did the fill the cup trick, epoxy went right through the meatus of the head, some eyes had some run off down one side or were completely occluded within five minutes. That’s painful! The candle was right there. I lit it and dipped and tried it again. Done.
Man you get that rotary nor vise spinning high RPM's. I like the red nail polish gill spinning, I think I'll try that on some of my epoxy head and cone head patterns. Maybe I'll paint eyes on my cone heads, add a red gill then coat with a bit of epoxy.
I use coneheads mainly for my big fall streamers that see alot of abuse. I generally do lead wraps (enough so that the lead is even with the outside), then wrap thread at the base of the lead wraps to hold it in place. I'll do this on a couple hooks (however many I'm getting ready to tie) and then stick them into foam like Burke mentioned. For the next step I generally use a few drops of superglue because I am impatient and the superglue sets up almost instantly. I've never had a problem with the glue going to the eye of the hook, and my cones never come loose.
I typically use 3x or 4x streamer hooks to tie the patterns on which I want to now start using coneheads, but am just going through the "by-guess-and-by-golly" approach. There are several charts on matching bead sizes.weights to hook sizes, but I'm unsuccessful finding such info on coneheads. Any body know where/if such a chart exists?