I haven't made many candles, just a few, so I am hoping someone will chime in with better advice. I don't use any glue. I always wait until the wax starts to thicken a bit and then add in the wick. It seems like once it's a little thicker it stands up better.
Also, you can add just a little wax to the bottom, add the wick to it and let it harden, then fill the candle the rest of the way. That way the wax holds the wick up for you.