"Glue": I use solvent cement for most seams. This is usually just methylene chloride (dichloromethane), regardless of the brand you buy. Some sold for modeling use have other chemicals that make them faster or slower evaporating. You can get methylene chloride in large, and much cheaper quantities, from many plastic supply and fabrication places. The brand I buy is Caseway's SC-125.
I also use various cyanoacrylate (CA) glues for attaching parts where strength is required, but my major use is as a seam and surface filler. For these, use the one's sold for modeling.
Filler: On the rare occasions where CA glues won't do the job, I use 3M Acryl Blue or Acryl Red. Wonderful stuff! it can be thinned with 90% isopropyl alcohol, and sanded to a mirror polish.
Sanding: Wet or dry sandpaper (always used wet) in grits of 240 (massive stock removal), 320, 400, 600, 800, 1000, 1200, 1500, and 2000. For flat finished models, you generally don't need to go higher than 800. For cars and metallic finishes, the higher the better. I use a rubber pad to back up the abrasive. I also recently discovered Flex-i-files, and I love them. A paint polishing kit is also good for cars and metallic finishes.
Except for occasional very delicate work, always sand wet.