Technique can make a difference too -- I drip glue into one end of the drilled blank (on two edges of the same opening, so I get two separate drips down the side of the hole - better coverage), use a q-tip to spread it down, and a strong light to make sure I got every square millimeter, and then use a fresh q-tip to do the outside of the tube. Q-tips are cheap... I also use Q-tip brand swabs, as i find they cotton sticks to the stick better than on the generic ones, and I hate finding little cotton pieces in my pens...
I like gorilla glue because:
1 - it's waterproof (I know, so is CA)
2 - it has a nice long setup time, allowing me to fully spread inside the tube without worrying about running out of time before it sets
3 - it expands to fill gaps, so if you do like Bill Baumbeck advises and drill your holes slightly large, you'll still get solid coverage
4 - I'm less likely to glue myself to other things or myself (although if I'm not careful, my fingertips turn dark for a day)[:I]