Adhesives - Most plastic and wood, and many metal models will need some type of adhesive to bond the pieces together. Depending upon the materials being bonded, will determine the type of bonding agent you will use. Lets break this down.
Adhesives are usually of two types, Non-reactive or reactive. The non-reactive adhesives either bond or harden by drying, by applying pressure, by simple contact or by light heat. Reactive adhesives are either multi-part or one-part, but both harden due to a chemical reaction. Multi-part adhesives chemically react when both parts are brought together such as epoxy, while one-part adhesives use heat or moisture as the second part to induce chemical reaction hardening. Now the question is which is best for what you are doing.
Plastic model cars? Toluene or Cyanoacrylate. In other words Testor's Plastic Model Cement or any fast acting glue such as Zap by Pacer. Be extra careful around clear plastic. If the glue touches the clear plastic, for example a windshield, it will damage the surface. There are special Testor's glues for clear plastic.
Resin and Vinyl models? Since it is still "plastic" then you can use the PVAC, but since some of the resin and vinyl models don't fit as precisely as other models you may want to do some tack gluing with Cyanoacrylate and possible gap bonding with putty.
Balsa Wood Aircraft? PVAC; Elmer's Glue All or any white "Project" glue.
Doll Houses? Also PVAC or Elmer's Wood Glue. The clear drying and the ability to cut off excess after drying is extremely helpful.
Scenery Dioramas for Model Trains? If you have sheets of ground cover use a paper glue. If you are sprinkling ground cover onto a hard surface use Tacky Spray. If it is a porous surface brush on white project glue. If it is housing, trees or objects onto the ground cover, use a hot glue gun. It dries faster with a little elasticity.
Metal items such as miniatures? Use Cyanoacrylate. Fast acting and bonds metal securely. use the same glue if you are attaching plastic to metal such as a plastic arm to a metal body. As the miniatures get bigger the heavy the pieces and the greater need for two part epoxy.
From an article at http://www.cerebraldiversions.com