I always have something around my head -- sweatband, bandana, or cap. Put glasses on, put on band or cap and make sure it goes over the tops of my ears. At least so far that's been enough to keep glasses on.
The latest high index glass helps (my 'script is over 10), but Crizal coating crazes after 2-3 years. Unacceptable for the price of the darn things.