I use Titebond III for basic woodworking joinery, just like most people. It is relatively inexpensive. It is strong. It is waterproof. It is easy to use and clean up, compared with nearly any other wood adhesive.
I use Gorilla Glue (polyurethane) to glue brass tubes into drilled holes in pen blanks, which are made of wood or plastic. I like it because it foams to fill the gaps (the holes are not always a perfect match, and may be a little rough. It feels hard, but with a little flexible "give" to it, so I believe it is less likely to crack from brittleness if dropped, compared with the more popular CA glue. I have not tried it for ordinary wood joints, but the foaming action would be annoying. Cleaning squeeze out would not be fun.