Cold Assemble your hotend

YES YOU STILL NEED TO DO A FINAL TIGHTEN WHILE HEATED AT THE END... 

OK, the general rule is if changing a nozzle or heat break tube that you need to fit it while the whole unit it hot. And, in truth is still going to give you the most reliable connection to prevent slipping or leaking of molten plastic popping out between the nozzle and heat block, or out the top between the heat break tube and the heat block. But, a good tight seal can reliably done while cold if you take the right steps. These step can also be applied in a hot assembling to prevent snapping the heat break.

 - First off though, you need to take a few precautions. Mostly the whole thing needs to be clean and free of any material. If a new install/build, not an issue but if rebuilding you need to do a cold pull, then inspect and remove anything plastic material left behind after taking it apart.

Once everything is clean, you'll need just a couple tools, a socket is best but a wrench that fits the nozzle will work. and a wrench to fit the heat block. make sure not to bind, pinch or otherwise damage any wires coming from the heating element and sensor, or damage the items themselves!

Now the steps are easy and will work reliably if done in the correct order.

• Install and tighten the nozzle to the heat block, make sure it is seated but you don't need to crank it down. (note there are a few hot ends that want a small gap between the heat block and the nozzle, make sure to check with your manufacturer) 
• Install and hand tighten the heat tube down to the nozzle.  just a snug hand tight.
• Back off the nozzle a full 1/2 turn.
• Hand tighten the heat break tube down to the nozzle again. Just a snug hand tight.
• Now you can install the hot end if you can get to it on the machine, or if not, heat up lying on a heat safe item (Boro glass bed or alum is fine, things like Build tak and such you'll need to protect.)
• Now use wrenches on heat block and nozzle and tighten up nice and tight. Obviously being careful not to over tighten and strip the threads. 

You may not get back the full 1/2 turn, which should be OK. If there is an excessive gap then loosen the nozzle, back off the heat break tube a 1/4 turn and install/tighten nozzle again.

** You still need to heat and tighten once installed, but should be just snugging it up at this point not trying to fiddle and assemble steaming hot parts**

If you follow these simple steps. you should have no issues ever again with leaking or loosening hot ends.