For my personally flies I use a double whip finish and only have ever had 1 whip finish come unravelled (but the second stayed).
For pike flies I use Sally Harden's Hard as Nails. I also use it for a few other things.
When I was teaching fly tying to youth I purchased I bottle of head cement, because we finished flies with half hitches. I have the remaindered in one of those applicator bottles. I do like this set up and use it on occassion now, for certain flies.
As a side note, to keep head cement from getting thick faster, instead of removing the lid to stick in your bodkin, replace the original lid with a ketchup lid (preferably cleaned first). This limits the air that enters the bottle every time it's opened.