What is the best type of glue to use on warhammer 40k assembly

In my personal opinion I use a glue called "Zap-a-gap" it works well on both pewter and plastic models, and unlike plastic glue it doesn't melt the plastic together in case you wanted to take it apart for another model.
Most people however will use a plastic glue (for plastic models of course) and a super glue (for pewter models).

For basing the model, once I put the larger things like rocks etc. I use a weaker glue like Elmer's school glue on an old paint brush and coat whatever I wanted based in the glue. Then I put the model in the basing material (modeling grass, dirt, sand, etc) and gently blow the extra off.

Hope that helps