best is a matter of opinion, and especially in this situation, what you're trying to accomplish.
drilling holes for fiberglass/acrylic rods can be very useful. epoxy, super glue, and hydraulic cement are all very good techniques as well.
just depends on what you want. keep in mind you don't want to make your rock structures too large, modular is better. that way when you need to remove/rearrange you can.