I have the Denise, Harmonies and the Options nickel plated. I love them all for various reasons!
I love the Denises', they feel warm and they're quiet to knit with, and they have the BEST case, and the ease of putting them together is fantastic. And you can make a much shorter (or longer) needle than with either the Options or the Harmonies. Not to mention they have more sizes of needles. All around, I think they're probably the best value.
I love the smooth wood and beautiful colors (and the VERY thin and pliable cable) of the Harmonies too, though. And when I want metal, the Options save me from needing to buy so many Addi Turbos
To answer your question, the Options/Harmonies stay together just fine for me, but I do use the little tightening key and a piece of rubber glove to hold and tighten securely. I have never had one come loose.