I use two basic types of glues for 99% of my modeling:
Model Masters for plastic to plastic bonds.
The small, thin applicator tube and thin consistency makes it easy to get just the right amount of glue to the right spot.
Loctite Ultra Gel Control Super Glue in the for everything else (plastic to metal, metal to metal, resin to metal, etc):
The container for this one is great; again,you can put a precise amount of glue in just the right spot. I've found that for most modeling situations, when the mating surfaces aren't perfectly even, that a gel super glue works better than the thin stuff. I also keep a small spray bottle of accelerant around for joints that prove to be particularly tricky.
One other note on super glue; it requires moisture to activate and bond. That's why they tell you to never try and wash the stuff off skin and such. Normally, ambient humidity is enough to do the trick, but in dry conditions (like in the winter here in Virginia, for example) it is more difficult for the glue to bond properly. So, I do tend to find myself using the accelerant or "kicker" for super glue more often in winter months!