It's been a great year of racing and I've seen hundreds of cars come through here. I've noticed on many occasions weight has come loose in cars during shipping. I think in most cases either glue or tape was used. I would highly recommend against this. I understand it makes it easier to remove weight from the car but it's also not very reliable when the car is in a box flying around the country.
In all the tournaments I've raced in I've never had weight come loose using JB Weld. The draw back is it is tough to remove the weight afterwards. Mattman213 recommended a product called E6000 and I've been using that ever since. It's strong enough to hold the weight down but it becomes this sort of flexible rubbery material that allows for easier removal of weight. If you're having this issue with loose weight give it a try. I have never tried it on axels or for holding down a chassis to a body. I would stick to JB Weld for that but maybe someone else has a different experience that they could share here.