Many many of choices.
Styrene to styrene: Tamiya thin, and thick liquid cement, and sometimes old testors tube glue. All depends on what is getting glued to what, when, and where.
Dissimilar materials: JB Weld, or any good clear slow-setting epoxy. Not a fan of 5-minute epoxy.
Clear parts: Testors Clear Parts Cement. Clear acrylic paint like Tamiya also works.
Tiny photo-etched parts: Testors Clear Parts Cement. Clear acrylic paint like Tamiya also works.
Windows: .002" urethane double-sided tape, and/or Testors Clear Parts Cement. Depends on where, and the amount of strength needed.
Body to chassis, interior to body, interior to chassis: Can often use silicone bathtub sealer. Gives you plenty of time to align parts. Usualy a blob can be easily hidden between the floorpan and the interior.
Where nothing else will work: Superglue

Here is a method that works great for tiny fragile parts that might be easily knocked off:
This is what I've been doing recently, and it works great! Supplies needed: 1/32" and/or 3/64" diameter styrene rod, pin vise, liquid cement, and drill bits (#67 & #64 for the 1/32" rod, 1.20mm & 1.30mm for the 3/64" rod). Before doing any painting, locate exactly where the trim, door handle, mirror, etc… is to go on the body. Mark the area with tape, felt marker... whatever is easiest. At the centerline(s) of these areas, mark off locations of some holes to be drilled. I like to start about 1/8" in from each end, and then one hole every 3/4" or so. Assuming you are using 1/32" rod, use a #67 drill. Deburr both sides of the holes using a larger size bit. Temporarily attach the trim piece, using white glue, tape, clay, or whatever seems easiest (you could just hold it on... the important thing is that it can't move). From the inside of the body, drill thru the holes you just drilled, and just slightly into the trim piece, still using the #67 drill. Don't go too deep, or you'll ruin the trim piece! Take the trim piece off, and finish drilling the holes you just started into it. Again, be very careful not to go thru. Cut a bunch of 1/4" long pieces of the 1/32" rod. Carefully, using a very small brush & the liquid cement, glue the rods into the trim piece. Try to keep them as perpendicular to the trim as possible. Now, drill the body holes using the #64 drill. Once the rods are 100% dry, test fit the trim onto the body. Open up some holes, bend the rods, or do whatever adjustments are needed now. Once it fits perfectly, do your body painting, etc... After painting, you may need to open up the holes with the #64 drill, to remove the paint. Now, when you go to attach the trim, it should just pop on, using the rods thru the holes in the body. Trim the rods inside to 1/16" long or so. Take a small screwdriver, and heat the tip over a candle or other heat source. Get it just hot enough to melt styrene. Too hot will cause problems. While holding the trim tightly against the body, melt over the rods on the inside of the body. Make sure the little styrene blobs on the inside are fully hardened before you remove the pressure from the trim piece. Yes, this takes a little more time and effort than just slapping on some superglue or epoxy, but it is much neater and I can't think of any way you are going to screw up the paintjob doing it this way. It also works great for door handles, mirrors, emblems… Let me know what you think. It works for me.