I use Tenak, Crazy Glue, 5-min epoxy, white glue and even Future and Clear paint to glue parts, depending on what I am gluing. For example, I glue together all the engine parts that will be painted the same colours-the block halves, and cylinder heads generally. I will fill the seams between the engine block halves as well before painting.
For most assembly, I use the Tenak. If I really need the parts to stick together quickly, I use the Crazy Glue - being very careful to not get my fingers involved!
I do sometimes use tube glue if I am going to leave it overnight.
I use white glue, Future or clear paint for the clear parts (windows, light lenses, side markers).
EDIT: Seems Erik has a similar approach and was typing at the same time as I was!! See, there are great minds that think alike!!