+1 for Bob's knobs. Yes, they're expensive if you compare them to a straight machine screw, but they only cost a few mouse clicks in time.
If you're a webcam kinda guy,
Metaguide has a collimation function. I haven't used it yet but I like the idea. You adjust the collimation knobs to put the red dot into the middle of the star. It even moves the mount to keep the star in view.
Steve.