Hey jimber. Welcome to the MW forums.
I used Elmer's glue and it worked just fine for me.
Only a few parts needed a tiny tab for the parts to stay in place.
The shoulder cannons, several parts on the ARMD, and that's about it.
EDIT: Oh pick up a sprue remover...I have a Testors from several years ago.
http://www.amazon.com/Testor-Corp-Sprue-Cutters/dp/B0006NDZG2/ref=sr_1_fkmr1_2?ie=UTF8&qid=1294814767&sr=8-2-fkmr1