They are screwed in normally...you can unscrew the device and move it to a different rocket. Some people get really creative and design a "modular" system so it can move from rocket to rocket.
No, they don't have to be permanent... I thought of a modular PVC timer holder that can be switched from rocket to rocket with minor mods to the rocket, downside is if you're using a G-switch, you gotta have a piston (e.g. PML)