Personaly, I like the brass nocks!!! Once I put them on, They stay put.
However, I'm rather picky about putting them on & have developed my own little "system" over the years. To put them on right, you need 4 things. 1) The RIGHT size nock 2) A GOOD set of nock pliers 3) a GOOD bow square 4) Knowing EXACTLY where to put the nock!!!
Once I put a new string on & get it stretched & the brace hieght set, I get my bow square & find EXACTLY where I want to put my nock point. I slowly clamp it on, double & triple checking as I'm doing this, to make ABSOLUTELY sure it does not move. When it is crimped tightly, you will see that the nock pliers have burred & buggerd up the edges. Now, I take 2 pieces of masking tape,(I like the blue "painter's" tape) and wrap the serving on both sides of the nock. Then, I take a good single cut Basterd File,(actualy,my broadhead file) and slowly rolling the serving with my fingers, smooth off the rough edges. The results, are a nice clean, perfectly smooth nock, that will NEVER move!!!
Just one Old Woodchucker's opinion.....