Someone Googled here with 'glue for beading' or some such. So here's what I use: G-S Hypo Cement (looks like they also have fabric and paper cement). I bought this at Hobby Lobby for $3.99, as you might see from the price tag if you look really close. This purchase was probably around 2001, so it may be a bit higher now.
I had actually been looking for fake fingernail glue, as I had read somewhere that for the stretchy plastic cord that was new at the time, ff glue would work very well because it was made for plastics. I'm not a fake fngernail kind of gal, so I didn't have luck finding that glue, so I checked out the hobby store. I think I actually found it with the models or trains, but it said it would work for jewelry, too. I've been using it ever since on all beading knots, even regular beading thread.
Before I found this, I used clear fingernail polish on beading thread knots. It was very hard to get the polish where I wanted it to go, and much more stinky than this glue.