The Devcon 10110 putty seems to be the most popular.
I've used Marine-Tex (gray has much more strength than white), but in my experience- and I had a LOT of it with boats- it's temperamental to the mix ratio.
I use JB Weld, and it's fine except for the runny consistency. You've got to move quickly when buttering the sides of the action/stock or it can run off and you can get voids.
Peanut-butter/mayonnaise consistency is best as it give you some working time.