I use Loctite 243 if I ever need to keep a screw or bolt from moving. Just don't use the strong of high strength stuff, go for medium or lower. And use the smallest amount you need.
I think that's the blue stuff - I use that.
You can go by colors:
- Red loctite is the strongest. Use that if you never, ever, want to remove the screw. As in, you'll probably need a heat gun to get it to move again.
- Blue is medium strength, you can almost always break that with a little elbow grease and a good wrench.
- Purple I believe is the lowest strength. (This would probably be just fine for a set screw.)
- Green is medium-ish, but is really thin and designed to wick into a screw that's already in place.
The other kinds you need to daub onto the threads just before insertion. A little goes a long way, I usually just put a small drop on one side. Also, be forewarned: Loctite can damage finishes. I wouldn't use green for that reason alone; too much a risk it might get on the finish. Take the screw out first and use blue or purple.
How I know: Years spent working on RC heli models. You use loctite on pretty much everything, because the model is always trying to shake itself apart.