Like everyone I started with friction polish, but it will not last long - even when topped with a coat of Ren wax - maybe a week, then it is gone.
Then I used Enduro and still use it as well as Unaxol on certain woods.
Tried the different CA methods that were described here and some took 5x longer than the whole turning finishing process and the outcome was not predictable or reproducible. I am not the hobbyist that can take a weeks time to finish a pen. This is not meant as an insult, but I sell a lot of my pens at shows, private people, in stores and to corporations, so I might be considered a production turner.
But then at an AAW Symposium some years back, Rich Kleinhenz (Scubaman here at IAP) demonstrated pen turning - first time at an AAW meet - and he used thin (!) CA and accelerated the curing with a spray can accelerator. The results was excellent. As son as I got home I tried it, and saw that it worked for me. Since then, I only use thin CA. Four coats applied with a folded paper towel, dried with accelerant from a spray can after each coat. Takes maybe two/three minutes to apply. Followed by all MM to 6000 and finished with Novus fine polish. Result is excellent. Just the other day I was brought a pen for repair that was sold about a year back and used daily - the finish on the wood looked still like I took it off from the lathe.
I think the trick with the thin CA is that really thin and even coatings are applied.