The key to reliable hub adjustment is to hold the axle so it can't turn as you lock down. Otherwise you can't predice whether the axle will turn with the locknut or stay with the cone. You can use an axle nut as suggested by Jeff W. or hold the other end with a cone wrench or box wrench.

On my front hubs, I use a wrench socket in the vice and drop the wheel over it and that works fine. The rear needs 2 cone wrenches so I slide one in and put the wheel on my bench leaning slightly to trap the wrench. You don't need great holding force, just enough to tip the scales against turning.