Simply taping down your wheel weights will help you avoid handfuls (literally) of unpleasantness.
Depending upon the strength of the wheel weight adhesive, it's very possible that you'll lose wheel weights at the track. The wheel barrels heat up and the adhesive melts, then your wheel weights are free to migrate.
We once were between sessions and sitting next to our vehicle when we heard an unfamiliar "tink... tink....... tink." It was the sound of the wheel weights on our front left dropping from the top of the wheel to the bottom.
So we suggest that you avoid that. Put a layer of foil tape over the weights and they'll stay put. The tape reflects heat and keeps those little buggers where they should be.
We've seen this technique used at the highest levels of road racing. And it's fully endorsed and proven effective by your fellow track enthusiasts at MinimumTread.
Keep your wheels balanced and have fun out there.