For light building, Ambroinds, Duco, Sigment and such are the lightest. They evaporate the carrier and only the acetate (or what ever the company dissolved to make it) is left. You do need to "double glue" Ambroids and such for strength. I put a coat on one of the pieces, put them together and pull them right back apart. this leaves a film that soacks into the "joint". As soon as it has set, I apply the glue again, and assemble the parts. I have a 43 year old Smoothie that was built this way and when I recently "reworked" it, the glue joints were still solid.
White glue like Elmer's Glue All is next in the weight line since Pica's Gluit is no longer available.
Epoxy and CYA are the heaviest glues we use normally.