I can't say that I've ever had a problem with anything coming loose on mine. But it is my most used camera, so perhaps the fact that I'm using it so much, and adjusting everything, would be the reason why.
I've also used super glue and contact cement as thread locker before on other stuff. They both work pretty well. Super glue can be dissolved in acetone, should you need it to come out, and contact cement in alcohol. They both can be broken with a stiff turn of the wrench if you don't go crazy with the application. If you're worried about loosing the nuts or screws, but don't want to lock them in place, drop a dab of glue on the other side of the threads, so if the bold tries to unscrew itself, it'll jam against the glue, clogging up the threads, before it full backs out. That way you can still adjust it, without having to worry about loosing anything. Actual thread locker works better, but if you don't already have a bottle on hand and don't want to run to the store to find some, I've found these to work more than well enough for light duty applications like this. Now if you're going to be working on something like a clothes dryer or automobile that sees heavy vibrations or has heavy parts, then I wouldn't cheap out, and get the right stuff.