Secondhand advice from my work with a professional wig builder who's currently working at the NY Met, and helped me and my wife with some high-end wigs this year:
The lace glue alone won't be enough to hold the wig in place from slipping and shifting, and that's not its purpose. You have to prep your real hair first, wear a wig cap, and pin through the wig into your prepared base. The lace front is decorative, not structural.
If you have short hair like me:
Slick it down with a stiff high-texture styling gel such as got2b, then put on a wig cap and (if necessary) a wig grip headband. Secure the base of the headband and/or wig cap onto your real hair with a few toupee clips and/or contour hair clips - two at the temples, two above the ears, two behind the ears. Now you have a ridiculously sturdy base into which you can pin your wig using hair pins - the U-shaped ones, not bobby pins (bobby pins will do in a pinch I guess). Go through the sturdy meat of the wig net - NOT the lace - through the hair net, through the toupee clips or snap clips, and under the headband. Then glue down the lace to your skin.
If you have long hair:
Put your hair up in pin curls, then put a wig cap over it. Then you can secure your wig by putting hair pins through your wig and through the wig cap into the pin curls - again, pinning through the sturdy netting of the wig, not the delicate lace. This will be super sturdy, especially if you used a serum in your hair before putting it up in pin curls. Added bonus, when you remove the pin curls you'll look fabulous.
You can get most of these supplies pretty inexpensively from local beauty supply shops. Sally's is OK, but the independent beauty shop in the run-down strip mall next to the Save-A-Lot will have a great selection and great prices, and probably friendlier staff.
Toupee clips: http://www.sallybeauty.com/donna-wig...Bclips&start=1
Contour snap clips: http://www.sallybeauty.com/black-con...sories#start=1
Wig cap: http://www.sallybeauty.com/evolve-bl...+c ap&start=1
Wig cap with headband built in: http://www.sallybeauty.com/large-ban...+c ap&start=1
Hair pins: http://www.sallybeauty.com/metagrip-...+ pin&start=1
I don't see a Sally listing for the headband by itself, but if you go into the independent shop and ask, they'll help you find one. My wigmaker friend just made some out of grippy elastic strap and sewed the ends together.
Pin curls for long hair:
After it's all up in those little tight curls, then you put the wig cap on over it.