I used to use Cable ties or cotton, and it definately works, but i ended up going through 1 sinker per cast so started looking for better options. I was always worried about using heavier mono for the sinker line than the main line, otherwise i would have done that.
In the end I found that if i bend the wires out more the sinker gripped better and i was able to slide better with it dislodging less.
I also used to slide a lot more violently than i do now, ie i would yank that rod as hard as possible. I found if i take it a bit easier and slide for a bit longer, i get the baits out without dislodging the sinker and the bait still gets to the stopper ring.
One other thing is to cast out and then prepare your bait. Once the bait is complete, go back to the rod and test the sinker's hold. It should have had enough time to settle by now, but if not, pull in and try again.
When all else fails, add a cable tie.