I've got some of each, because each has a different use.
I ask first, "What material am I gluing?"
For styrene-to-styrene bonds, I use styrene glues, because they create a bond by melting the material, basically forming a weld.
As has been mentioned above, there are tube glues-Testor's is the one I use-and liquid glues. Testor makes some, Tamiya, and there are others. Again, as mentioned above, the liquid glues flow into joints and seams by capillary action, and they evaporate quickly. So I use them for things like gluing two airplane fuselage halves together, or the upper and lower parts of the wings. I can hold the parts and flow the glue along the seam.
Another advantage of using this method is that I can apply a little pressure to the seam and extrude a bead of melted plastic along it. When the plastic cures, I can use a knife to scrape away that bead. This makes it easier to conceal the seam when finishing.
I use tube glue for styrene, but in cases where I want to make adjustments while the glue cures. Not too often, but that tube still has its place on my bench.
I don't use CA glue or 2-part epoxy, to glue two pieces of styrene together. As Ed noted, those glues hold the parts, but they don't melt and weld. I prefer to have that bond, for plastic parts.
I do use CA to glue unlike materials together, like metal to styrene, resin to styrene, or metal to resin.
For metal to metal or resin to resin, as with my metal and resin figures, I do prefer to use a 2-part epoxy. As someone else noted, CA glue can give a good bond, but it doesn't have good shear strength, and I don't want to knock a piece off once it's attached. 2-part epoxies provide a good, strong bond, and are very good for assembling resin kits or metal kits. A 5-minute epoxy will give you time to make adjustments. Also, in the case of an all-metal or -resin kit, it's a good idea to pin the joints for additional strength, especially if there are no locating pins or lugs molded onto the parts.
For clear parts, I use white glue most of the time-Elmer's is the brand I use. I do sometimes use styrene glue to attach a styrene canopy to a styrene fuselage. But it's too easy to get some where I don't want it, and mar the part. White glue won't do that, it cleans up easily, and it can also fill gaps around ill-fitting clear parts.
Hope that helps!
Best regards,
Brad