What Adhesive do People Use for Assembling Models?

[Jim Webster]

As noted above, large tubes of UHU are to be found in pound shops, which actually makes it a pretty cheap option in the UK.

Worth checking before you buy, I've found two different sizes of tubes in the same sized pack in one pound shop 

[Darklinger]

I swear by Gorilla Super Glue for spears etc. The technique I use is to drop a little into a plastic bottle top (I use those shallow ones from bottled water) and take tiny amounts from it on the end of cocktail sticks, and apply.
When gluing to bases, I cautiously 'stamp' the base of the figure into the glue, having planned the exact position and marked it on the base.

Belatedly, re Games Workshop stores - if you really want the full-on queasy-but-massaging effect, go into the GW Warhammer shop on Tottenham Court Road and ask for Dark Age ship models.... historical. At once like hitting a wasp nest with a stick, and like being one of those predatory solitary wasps that sneak into beehives and release pheromones that make the bees fight each other, while the wasp lays it's eggs.