I think most everyone has a different way that suite them best. I think the general opinion is that epoxy and gel glue are the best two ways of adhereing the coral to whatever.
A few methods...
If you have a hole in the rock you can sometimes slip the plug right in for a while. Watch our for crawly critters that might knock it over, it needs to be in there good. This will allow you to see if the coral likes that spot before you glue it down.
Epoxy works best for larger corals and rocks where glue wouldn't quite be enough.
Gel glue can be used, like you said, either plug directly, or pull the coral off and glue the coral on directly. Sometimes if the hole is real small and you are dealing with sps, Ill just pry the frag down in the hole without glue, or maybe just a small amount. If it is a spot where it will stay for a month without being knocked over it will glue itself down.
Softies can be tied down with fishing line and they will attach on their own.