So I guess I got some of the oil or something on the threads of my speedo cable, because it keeps coming unscrewed while riding. I'll hear it start buzzing at higher revs, then my speedo stops. It happens every so often. This last time I cleaned all of the threads out really well to make sure there wasn't oil in them. I haven't really rode since then but I think that may have been part of the problem. I was thinking about maybe putting some lock-tight on it.

Its an old one, but one of my faves.........try a few turns of PTFE tape on the bezel. Loctite is expensive and in my opinion too drastic for this application.

PTFE??

Good idea if I can't bum some off of a friend.

I think he means plumber's teflon tape.

PTFE Tape......
http://buy.maplin.co.uk/Free_UK_Delivery/P_T_F_E_Tape_36175/P_T_F_E_Tape_36175.htm

I've had them come loose when only hand tightened so I just tighten them down with pliers now.  Never came loose when tightened with pliers.

Speedo cable is supposed to be oiley, pliers have worked for me for 23 years and 360k miles on 6 different bikes.   

Yeah, I'll give it an extra tighten with pliers also. I made sure I didn't wipe any of the grease off of the mechanical spinning needle or near it. Just on the threads.