Super glue gel and epoxy both work well, but they have different plusses and minuses. First, epoxy doesn't actually stick to your corals or rocks, although it hardens very nicely. You really need to work it in and around the crevices in the rock for it to be effective. If you just press it against the rock and expect it to stick, it's not going to work. Superglue, on the other hand, does stick. Use a lot of it, though, because it's not going to give you as strong a bond for this application as you're probably used to with superglue. With a moderate amount of pressure, the frag will break off from where it's glued. This isn't always a bad thing if you think you may want to relocate the frag later on. Superglue is also find to use on the flesh of most corals, whereas epoxy usually is not.
Now, if you want the best of both worlds, you can always use both. Put a nice glob of superglue on the base of the coral, and stick it where you need it. You'll need to work it around a little, because the superglue will form a skin as soon as it touches the water. Next, take some epoxy and work it around the base and into the surrounding rock. That frag's not going anywhere without a good bit of effort.