Since the metal inside the shift knob is usually different than the metal of the actual shifter, the two expand and contract at different rates. This usually means that the knob eventually becomes loose and needs to be constantly tightened or have some lock-tite put onto the threads to keep it from moving. This really sucks if your knob has to be lined up and it's impossible to get it turned nearly another full time to get it tight.

Someone gave me good idea, that I've found to work pretty well.

I cut about 1/8" of a pencil eraser off and placed it on top of the bare shifter. Then I screwed my knob down and once it snugged up, I turned it to where it lined up and left it alone. The rubber eraser provides just enough tension to keep the knob from moving, and keeps you from having to be a gorilla to get the damn knob off if you put the wrong kind of, or too much, lock-tite on.