Have also been wondering about this issue as I am now sorting out the pipes for my intercooler (Evo 6)
The answers seem to vary some what from using hairspray as an adhesive
to proper beaded ends.
I have also come across this website recently
Clicky I was talking to a fried at the weekend who said if I sorted the pipework out he would weld all the pipe together and more interestingly, run a line of weld around the ends to create the lip where the hoses will need to go.
The hardest part i'm finding is finding out what pipes i need, there is a How to but all the links are dead now

Let me know how you get on, what intercooler have you got?