If the nosecone is BT-55 or larger, I usually drill a 3/8" hole as deep into the base of the cone as I dare, then I drop few lead fishing slit shot sinkers into the hole until I have the weight I want. Then I make a plug for the hole out of a dowel, drill a pilot hole for the screw eye and screw the screw eye into the dowel. I mix up some epoxy and drip it into the hole in the nosecone so it coats the lead sinkers, and then epoxy in the screw eye/plug.
Positives:
This is permanent, and gives a secure mount for the screw eye, an allows the weight to be as far up in the nosecone as possible. (You do not need to add as much weight this way).
Negatives:
This is permanent. If you add the wrong amount of weight, you are stuck. I try to avoid this by gluing in only a it of lead weights at a time, then rebalancing the model.