I stumbled on this trick when my mother accidentally threw away the plastic sheet I keep the electrodes on: wax paper. Leave the electrodes on wax paper overnight, and you will notice that they get quite a bit stickier. It works so well that I've been reusing the same electrodes for months without any problems (I also spread water on the electrodes and allow them to dry after each use).
There is a gel-like product called TAC-GEL (Electrically conductive Adhesive) TENS EMS made by a company called Pharmaceutical Inovations, Inc out of Newark, New Jersey. You apply it to the tens pads and it will make the pads stick. Also, it cleans up with water.