John,
depends on the task.
i use mostly liquid cement like Tamiya thin, or Ambroid Pro-Weld.
but i also use CA (thick & thin) for some things, especially PE to plastic.
elmers and special 'canopy cement' for clear bits.
and i have used 5 min epoxy to put the wings on a 1/32 Stuka,
but not for much else.
i have read you can put canopies and small PE bits on w/ Future as well.
you should definitely experiment a bit w/ different types & techniques.
BUT - not on your prized build. get a test model or some scrap sprue to fool around on.