This is where things get REALLY personal. I prefer a hand-rubbed lacquer finish. It takes me at least a week or two to finish a pen this way. While most folks will tell you that there is no clear cut winner in the look or feel, my eyes (old, color-blind and tired as they are) tell me differently. Enduro is a great finish. It ranks very highly with me but again, it is nearly a week long process. For an immediate (actually, overnight) finish, CA has it's place. All three have excelent pen finish qualities...clarity, surface protection, ongoing maintenance.
A thorough read of Russ Fairfield's Finishing Secrets, combine with viewing his video, will tell you 90% of what I've learned. The text is on his website and the video is available directly from the site as well.
FYI, when I am working with detailed glue ups (not all that frequently), I get a better feeling if I use CA. It just seems to me that the glue will enhance joint stability and once I've put that much CA on a blank, it's just 10 more minutes to a CA finish.