animau,
tight enough so that you can't move the prop when you've got a good grip on the motor. too tight with the bolt though and you'll either sever the prop stud from the base of the mount or just bend it out of center.
if you've got hard plastic props, a small drop of CA underneath the prop will help to keep it from slipping.
locktite on the prop shaft isn't such a great idea although some guys have been using nylock nuts.
regards,
bart