i have two nems in my tank; one i bought from a forum member, the other from my LFS. Both haven't moved since i put them in the tank. Here's the few tidbits i've picked up:
1) use a timer on your pumps. I was told that the nems tend to move at night, when the lights are off (i assume to find an area of flow), which leads me to
2) immediately place it in an area w/ moderate and random flow. I placed my nems in the front/lower area of my tank, where the return flow and flow from my wp40 would generate some random flow.
3) i don't know if you have clowns in your tank, but i do and i like to believe them hosting within the nem, keeps the nem from moving about. NOW, i could be completely way off base, but they're not wandering about, and the clowns do housekeeping around my nems. I've seen the clowns pick up random stuff and move it away from the nem (small LR pieces, small scraps of food that wasn't fed, etc).
4) I'm OCD about watching out to see if my nems move. I already had one commit suicide by powerhead and it was a bear to prevent loss from it. As others have said when i did my nem research: If the nem moved, find out WHY.