I use both metal stoppers and the silicone sleeve/dowel design. With the silicone/dowel design, I always glue things together, usually using a small amount of polyurethane glue. And if the sleeve is detachable (with some stoppers it easily slips off the dowel, but not so much with others), I will put a bit of silicone glue around the top of the dowel to glue the sleeve in place and also provide seal to prevent wine from working its way in and staining the dowel.
But with metal stoppers, i prefer to not glue them in. But whether I do depends on the wood used to make the turning, and how well I am able to cut the threads in that wood. If the threads are clean and solid, I let them do all the work without glue. That gives me the option to remove the turning, refinish it, or even modify the profile to something different at a later date. But if the wood is punky, or if the threads are inferior, I will use glue (usually CA) to secure the top on the stopper.