I've found that wire glue + epoxy works great. The wires can't be pulled off or out of the fabric without significant force, and the wire glue under the epoxy bead maintains great conductivity.
The "very fine wire weave" idea isn't bad, PianoKid, but I would worry a little about the wire coming out. You would have to sew very, very tight stitches, and then if the wire did happen to come out, it would be very difficult to attach it again.
Anyway, here's the latest update: Working Sensor Material and Wire Attachment - Keyglove