I drill a hole into one of the wheels and insert a small piece of brass rod, then make a hole in the base and glue it into there. For aircraft with nose wheels, especially big ones, i put one in the nose wheel and one in one of the main wheels. Also means i don't have to worry about nose weights.
I used to just glue them down but the slightest nock and they often came off. Being doing it with the rod for several years now and has now failed me yet.