Any hardware store, auto parts store, or even Walmart will have your basic red & blue formula thread lockers.
Screws on rails, glock front sights, dovetailed rear sights etc. get blue (242).
Staked in parts, dovetailed front sights, etc. get red, or shaft ret compound.
Rarely I'll use red on a threaded fastener, but blue usually is best.
Hilton Yam's blog had a good rundown on the use of Loctite for gunsmith inch apps.