the Home Depot stuff works as well as anything - which you will understand to mean inconsistent. I've had rock hold with various putties, epoxies, etc. and refuse to bond with the same stuff. If you're building a structure whose stability is imperative - holding up other rock, precarious positions, etc. - drill holes in the rocks and join with plastic/acrylic rods and epoxy to make sure they stay together.
By the way, welcome to RC
