For me - the trick is GOOD underwear! Regular, inexpensive underwear just will not work. By shopping around, I usually find good boxer briefs for about $10 each - normal price is $20 to $30 each. I never would have guessed that I would pay that much for underwear, BUT I do not like wearing a harness. I did not have much success with adhesives either, so my quest began. Now, I do not use a harness or adhesives - even when I use my Reelmagik (my RM is the heaviest I have ever encountered). But, I can wear my RM STP, all day, with only my boxer briefs. Needless to say, any other packer or STP works for me without support as well.
My favorites are 2(X)ist and Jockey.