Most thing ... I paint as they are going together. I try to paint as I go along as much as possible, but it really depends on the individual parts, what will be around them... etc.
I use CA for photo-etched parts, parts that have tiny points of contact (like ignition wires)... and things that need to set quickly. BUT mostly I use Tenax and Testors. I like the way Tenax will flow along a joint, and set pretty quickly.
Thin glue is better for seams where you need it to flow thru capilary action... like when putting fuselage halves together. Thick is better for parts that have a small contact area.
There are a lot of good sites for info (including MINE... see below). BU tyou are at about the best one. I also recomment hobbytalk.com as a good place to get info too.
Good luck, and have fun... and realize there are a lot of different views on things. People find what works best for them,a nd you will find what works best for you too. So take all advice in that light... and try everything to find what YOU like!
www.naplak.com/modeling ... a free site for modelers
www.scalehobby.com/forum/index.php ... a nice Modeling Forum