I do use the stick-on weights on the racer, but I place them on the rim! I don't remember the rule, exactly, but AHRMA asks racers to put duct tape over the stick-on weights. As a result, I usually attach the tape loosely with the prospective weights. I don't seal the tape until the wheel is balanced, so the tape is also part of the weight that is balanced. It does keep the weights in place, but the tires tend not to last quite as long on the track, so cleaning is not a big issue.
David