Like others have said, you can use zip ties, acrylic rod & a drill, epoxy, and creative stacking.
I find it much easier to either find a picture of what I think I want or sketch it out on paper then work from there. If you just start stacking it's difficult to get anything out of it.
Additionally, remember you want an open structure so water can flow thru. This is increasingly more difficult to accomplish with smaller rocks. I think Alison is dead on in suggesting getting a couple of larger rocks to establish a shape to work from. It costs a bit more to cherry pick rock out of the stores, but it is the best way to ensure you get an interesting shape to your aquascape.
Final thought is that if you are sticking with the smaller rock pieces you can use PVC to create a "rack" to stack the rock on. This makes better use of the rock you have and allows for an open structure. You need to plan this well to ensure all the PVC is hidden by your rock and the structure looks natural and not man-made.