Do you mean like on the ends of this necklace of mine:
necklace6053f on Flickr - Photo Sharing!
On those I used 0.8mm copper and don't glue, just squeeze the last coil into the thong to grip it - I both bend the cut end in so that it snags in, but also contract the whole last loop so that it's tight on the outside too, before it sinks into the thong.
I don't glue (I rarely glue anything) because if I want to shorten it for a customer, I can cut the last half loop off, shorten the PVC and re-attach it. I've done it enough times at craft fairs to not be inclined to glue.
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