Well, obviously depends on the material. If you're doing PR or Corian then nothing. If you're turning your nose at the idea of using that like I used to, you may want to check into it.
If it's wood, I prefer to go with CA whenever possible. A lot of time they'll have a lot of beading on them and it's hard to get the glue in there without gumming up the details but I try using it if I can. If not, I'll go with a Deft spray lacquer. Just don't mount them on the kit, pound a bunch of headless nails into a board, stick them on the nails and give them multiple coats. I've found it's not quite as even a finish as CA but it works well enough. Some people have had a glass finish using spray, I may just not know what the heck I'm doing.