As mentioned, we've always had good luck with the rubble in a shot glass route thus far. Some take longer than others to attach and we've even had one or two attach themselves to the glass rather than the rubble which means you just scrape it off and start over, making sure that it's in the center of the glass during round two. The only drawback to this is that you get crap settling down in the glasses since there is no water circulating inside which isn't good for the coral...
We've tried drying things in hopes of them sticking and it's never worked - the slime seeps out from under the glue and it slides right off. We use the toothpick or string method with the softies like devil's hand and xenia with great success as well. Never tried it with any mushrooms yet though.
As far as gluing in vs. out of the water, I think it's a general rule to always glue outside because as soon as your glue tube is submerged, you pretty much have shot yourself in the foot. However, on that note, everyone has a different method as to how to get the glue to dry fastest, what works best, the type of glue, etc. We just put a blob of glue on the rock, stick the frag down on it, dip for a few seconds, then pivot the frag in the glue which breaks the film that forms when the water touches the glue, allowing the underneath glue to seep out making the bond stronger. Then we pretty much hold the frag in the water, repeat the process a few times, and make sure it's stuck tight before we place it where we want it in the tank. If it doesn't stick the first time, start over. It also helps to find a spot on the rock where the frag naturally wants to nook in before you glue it...
Best of luck finding your own technique and happy gluing!
