I was having problems with slippage on my Printrbot Simple BETA z axis so I designed this little coupler. Seems to hold tight.
I printed with 2 extras walls and 20% infill at 0.2 layer height.
You can either print a nut or go buy one but I think the printed one will actually hold better because of it's snug fit on the rod.
Use two M3x10 bolts to tighten the coupler down on the motor shaft. Use the extra nut to tighten down against the coupler and lock it into place on the threaded rod.