When it comes to gluing your model together there's most certainly no lack of options available. Like with any situation where you have a lot of choices it pays to educate yourself with a variety so you can select the best option for the job.

Glue typeDetails
PVA/Whiteglue is a very common wood working glue that's low cost, universally available and offers good bonding properties in addition to having a long shelf life (a single 1 litre container can last several years). Building with PVA typically requires pinning and clamping while the glue sets. PVA has an extremely good lapshear strength making it ideal for joins where the stresses will cause the two items to slide apart.
CA has revolutionised the model building industry, instead of waiting hours for glues like PVA to dry, CA can dry in mere seconds. Originally CA came only as an extremely low viscosity, strongly fuming and expensive liquid which was only suitable for nearly perfectly mated joins. These days CA has diversified and is now available in fast/thin, medium, slow/thick, extra-slow/extra-thick and foam-safe/low-odour varieties, greatly improving CA's usefulness to the hobby.
Epoxy A two part, mixing required glue, epoxy provides good strength, fast adhesion and reasonable gap filling ability.
There are many varieties of epoxy available to modellers, differences in curing time, strengths, temperature range and other properties.

Typically there are 5, 15, 30 minute, 12 and 24 hour curing epoxies. While commonly available the 5 minute epoxy can often be too quick for a lot of modelling work. After mixing there is rarely more than 2 minutes of working time left, leaving the modeller with little time to get the join setup correct before the epoxy cures into a jelly state, leaving the join weak. The 15 and 30 minute varieties are a better choice if you need relatively fast curing with with some work time.
Most epoxies don't attain full strength until 24 hours. Be careful with epoxy and higher temperatures, a lot of epoxies start breaking down at between 55 and 60 degrees centigrade making it unsuitable for being near heat sources like electric motors.
Take barrier precations when handling epoxy as some people do develop allergic reactions to the catayst unsed in epoxy.

See here for epoxy additives

Moisture activated, strong bonding, space filling (expanding properties) make PU glue quite often an excellent replacement for epoxy and providing a large reduction in mass. ... still adding ...

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