I've never had them fall off immediately after putting them on.. I used to be a tire-tech at Sears.
The only time we had a problem was with lifetime balance service, sometimes we'd get people who would come back b/c they felt a vibration, and sure enough, the weights would be gone.
On one set of tires I put on my Escort, we actually tried putting sticky weights INSIDE the tire... stuck to the rims, of course. It worked out pretty well, and I sold those rims and tires to a friend, who promptly noted that "they're not balanced" (He couldn't see the weights...) when he took them to his shop to get the tires changed, he called me immediately to let me know that there were balance weights "stuck" inside my rims.... LOL.
I must note it was a PITA to get them balanced that way though.. we kept having to mark the rim, break one side of the bead, press the tire away from the rim's lip, and stick the weight on at the mark, then check the balance again.
One disgusting thing that I've found that many tire shops do is double balance... i.e. when you see two weights on one surface of the wheel, and they're more than 1/2 inch from each other. This is NOT the way to balance a tire... Sears would actually write up techs for doing this... it's plain laziness.
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