How to generate an in-sync sinusoid?

I want to generate a sinusoid which will track (with a fixed phase shift) an externally monitored sinusoid. The signal of interest is a sinusoid of less than 10kHz. I've heard rumblings of FFTs, PLLs, measuring zero-crossings, etc. Has anyone done something like this sucessfully?
The important thing is that my generated signal does not become out of sync with my input signal - as would be the case if there were a delta-f in my approximation of frequency. I need to somehow adjust - in realtime - my sinusoid's parameters such that the two remain synced (again, plus or minus some desired fixed phase shift)
I'm just hoping for some informed advice on a direction to take so that I don't go down the rabbit hole in the wrong direction. I want the rabbit hole to lead me towards the right answer if possible ;-)
Thanks!

You need to provide more information.
How quickly does the frequency of the external sine change? Is it fixed but only approximately known? Is it a constantly changing signal (a.g. audio)
How are you measuring it (rate, etc.)?
What kind of hardware do you have? Is this supposed to be running on an FPGA or some plain old PC?
Do you have a simple VI that simulates the instrument?
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