There are several methods of securing grips to the bars. One way that some riders use in wet weather is wiring them down. Doing a search on the net or on this site should give you some pics of what I'm talking about. Basically, you cinch the grips to the bar by, well, wiring them down.
An easier way to ensure that your grips aren't going anywhere - Pick up a set of ODI lock-ons for around 20 bucks. Each grip uses two clamps to lock the grip in place with small allen screws. No adhesive or modification to the bars is required. Removing the grips is super-easy. Just loosen the allen bolts in the clamps and slide the grip off. Very slick.
I currently run ODI Rogues on my XC ride. There is quite a bit of padding on these grips, but they allow me to wear thinnner gloves, which I like.
-Moab