As for the problems your adjusters are exhibiting, the only time I've seen things like that "loosen" is when a cable is allowed to go slack when the threaded interface isn't all that snug.
As for in-line adjusters, I like the Jag Wire Mini In-Line derailleur adjuster... the one with the black rubberized coating. Nice tacticle feel that makes for very small, precise adjustments on the fly. It's the lower one in the attached photo; the upper is the OEM Avid in-line brake cable adjuster.
BTW, and I forget who was interested in them.... my DuraAce in line gear position indicator came apart after about 3k miles of being bent at an awkward angle due to the short cable run between the underside of the bars (remembering that Campy routes the shifter cables under bar tape) and integrated head tube cable stop. So, I'm back to looking between my legs or, as if often the case, hearing a reminder from my beloved stoker, "You're already in the middle ring" or "You know that you're in the big ring?".
Last edited by TandemGeek; 10-05-09 at 03:12 PM.