When I initially took a penturning class at Woodcraft the instructor, who had been making pens for about 6 years, said that he now uses GG exclusively.
I started out using medium CA because it was so much faster. No advance planning necessary, ready to turn in 15-30 minutes. However, on occasion I did have tubes come back out when I was milling the piece. I was scratching the tubes prior to gluing and everything that is recommended. Still had an occasional problem with CA.
I switched to GG and have not had a single problem. The only minor issue is you need to plan ahead a little bit. I drill and glue the blanks up the night before I'm ready to turn. Regardless of the fact there is some foaming, the dried GG glue cleans up very easily. I'm a believer in GG, and it cleans off the fingers a lot easier. [8D]