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Is there any reason not to glue the drones on the Devilfish in place? I prefer them to be glued but am not familiar enough with the rules to know if they can move independently and should be loose.

don't glue them. they can move independently and separate if the devilfish is destroyed. if you glue them, you'll have to have a few spare to put on the table.

If they don't stay on too well, maybe you can attach them with magnets. But I am not a Tau player - maybe a Tau Player can speak on this idea - or indicate how well they stay on when unglued.

Don't glue them in.

They can leave the Dfish and move around. If you glue them in then use other modesl to represent the drones it gets confusing. They fit well together anyway they shouldn't fall out.

They have to be removable to pop off when the tank blows etc.
They also need to be changeable since there are different weapon loadouts

When painted they sit pretty snugly into the space for them.

If they're at all loose you can use blutack or equivalent under the lip of the drone to hold them in.

I never had too many problems with them falling around and I played tau for 3-4 years

link to some army pics
http://www.flickr.com/photos/bloodclaw_97/sets/72157601861878979/

use magnets

Thanks guys, blu-tac or magnets it is.

I stopped playing 40k before the Tau even existed so I appreciate the advice