Thread locker should be mandatory on all machine screws, nuts, etc. I usually just bring bottles of the Loktite brand blue stuff home from work but you can get it at any auto parts store and even hardware stores. Even if you were to make a screw difficult to remove (which isn't likely), it is a heck of a lot better than having it remove itself in flight.

Also, when you are dealing with wood screws, harden the holes with thin CA and this will help prevent them from coming out.