Silicon, superglue gel and if need be milliput 2 part modelling clay for added support. You can buy fancy stuff from AquaMedic and D&D as well for boshing together liverock for salt tanks, but it's really milliput in disguise
The upside of the milliput clay is that it will turn into a hard solid mass, and so if you need to build stuff it can be handy. It's not real sticky though, and takes time to dry.
I would recommend aquarium sealent. I have read in several places that other sealants and clays and stuff have anti mold and fungus properties that are toxic to fish. If this milliput clay is for aquariums go for it. If it's not I wouldn't do it.
Aquarium sealant (aka regular silicon ) has no structral strengh to it so it's tough to build things sometimes. Everyman and his dog uses milliput modelling clay in saltwater .....
This is the aquamedic stuff, for those of a nervous disposition.... http://www.aqua-medic.com/products/reefconstruction/reefconstruct.shtml
Aquarium sealant is a good IDEA and definitely safe after its been cured. Thats what I put my structures together with. BUT If this milliput stuff is stronger then you should definitely use that. The silicon in my tanks is kinda gooey and not real adept at holding these structures up. It holds the rocks to the structure just fine, as long as you dont put any pressure on them...
Thanks revfred...I'd never heard about the stuff...I'll have to think about taking my cichlid hotels out to dry and reinforcing them with it!