Brett gave excellent advice.
I use liquid glue for joining bare plastic assemblies. It kind of 'welds' or melts the pieces together, providing a good, solid bond.
I use super glues (CA) for parts with positive attachment locators, like pins that fit precisely into holes to position parts exactly.
But I use epoxy for strength in a lot of assemblies, especially when joining painted or chromed parts.
And, I use the hobby-formula white glues (such as Canopy glue or Krystal Klear) for clear parts, transparent parts (taillights), etc. As a bonus, it can be used to create lenses or instrument panel glass, as well.
Hope this helps! The real key is to experiment with the various options and find your own comfort level with each. They all have their own strengths and weaknesses, and they all do something well, but none does everything well.