Airforce_Guy,
Of course, everyone has their picks.... I've always used tube glue, and had good enough results with it, to still be using it after 34 years of modeling. It's whatever you get use to using.
Clean the parts with a detergent/water mixture on a damp cloth or cloth diaper, rense, then dry. Trim plastic flash and spru residue from the two pieces you're going to use, test fit the two pieces, then SPARINGLY apply a bead of glue on one piece, at each male/female connector, then a thin bead along the connecting surface... remember.. SPARINGLY!
There are as many different pieces as there are applications, but generally you can either hold the two pieces tightly together, tape them, or bind them with a rubber band for whatever time is appropriate. Some pieces will bond instantly, some will require a few minutes before handling, and some need to be left overnight.
Don't worry too much about glue residue (remember, use sparingly so you won't have GOBS of residue), it can be trimed away later on.
Experiment, experiment, experiment... that's the name of the game! Trial & Error is the best teacher, and you will soon develope your own technique.
Good luck!