Well, that's an interesting question. I've used a lot of different glues. My fall back is five minute epoxy, but that's not always ideal for the small stuff. Super glue works most of the time. I confess to a love hate relationship with super glue. Just when I think I have it figured out, nope, I don't. I've used clear craft glue on some parts that just need stuck in place. I grew up and remain a Testor's red tube guy, but that obviously doesn't work with 3-D.
I think the industry is still sorting out raw materials and such. I don't think there's a lot of consistency yet across brands. Or even within a brand.

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what glue do you use, none seem to stick well???

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It's coming, no doubt about it. I've dabbled with a couple of 3-D kits, even at this point in the development arc there is some amazing stuff out there.