after I sew the yarn together--which takes about 35 seconds on a sewing machine (I don't think that it would work to hand stitch it), then sometimes I glue the hair down & sometimes I stitch it down. (just at the top so i can still braid it) It depends on the amount of time I have to get the project done. Stitching always works better for me as far as visually (I tend to clump glue). As far as durability, it depends what's being stitched (arms vs. hair), what type of stitching you're using, and what type of thread you're using, too. Waxing your thread can also strengthen it a bit.
If you hand sew the wig to the head after you make it on the sewing machine, then you should be fine. If you're worried about the thread breaking when hand-stitching, try use a strong quilting or upholstery thread. If you use a back stitch, that could help too.