I paint my accessories, and sometimes other main bits separately then use PVA glue (wood glue, Elmer's,..) to do my final assembly. It's not as strong as other glues, but my models often end up on dioramas or bases and are therefore not handled much one they have been painted/weathered.
The good thing about this glue is that it can be cleaned up with water/saliva, and therefore does not leave shiny marks.
Hope this helps.