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For attaching stuff to the frame up to about a size 10 or 12, I use self tapping screws, a nutdriver tool, and a drill. They don't come loose. A little wheelbearing grease helps lube the tapping, and protects the hole in the frame from rusting.
1/4" or larger, I use the drill & tap method. But the drilled piece is usually thick enough to hold the threads.
I'm happy to see that there are lots of folks out there that know their way around a McMaster-Carr catalog. Next to Summit, that's my most frequently used catalog/website.
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