Like everyone else, I just use a small amount of hot glue and make sure it's in the middle so when I press it doesn't squeeze out the sides. If it does happen to come out the sides, I just pull it off with my fingers after I wait a few seconds. Long enough so that it's not quite as hot, but not long enough so that it's dried already.
Also, like everyone else, I use a mini high temp glue gun. The low temp one doesn't seem to work as well. I had that Ad Tech ultimate glue gun that someone posted above, but it didn't work better for me. It says it has a smaller tip, but when compared to the mini gun I have, the tips were about the same. It also spit out a ton of glue just sitting there heating up. I got mine at Walmart, but I returned it after a few uses and went back to the mini glue gun I had.