I'll leave the sculpting topics to others since I find my own skills here to be completely trial/error...
With Glues, I like to keep two or three types on-hand at all times...
-Basic superglue... I like to get good stuff, but basically I have it on hand at all times.
-2-part "Plastic Welder", which my preferred brand is Devcon Plastic Welder (in a black 2-part tube), found at most any hardware store or even Wal-Mart, K-Mart, etc. Simple, but dries out incredibly fast so I try not to open it unless I have a lot of work to do... It works well on pliable plastics such as the figure's legs/arms/heads (and now torso's even) are made of more often than not... They're basically a PVC plastic rather than an ABS styrene, which the old torso's are made of (such as on original '95 figures and whatnot). It's very good stuff.
-Traditional Modeling Plastic Welder... I prefer Plasti-Struct's Plastic Welder here... This is strictly for use on ABS plastics (hard, rigid plastics), and while Devcon does some "welding" by actually fusing plastics together (not just "bonding", which super glues tend to only bond and wear out over time), the true plastic welders for model building/ABS plastics will quickly melt the plastic, literally.
Gluing, like almost all techniques, takes some time/work to get the hang... How long you have to work with the part, etc. Devcon is one way, Plast-Struct is another...
I'd say if I had another glue on-hand at all times it's a hot glue gun and sticks. I use these more as a "placeholder" type glue rather than anything permanent. This glue won't fuse parts, just bond them for a time, but since gluesticks are cheap as can be it's not a shame to waste it. Other glues (or "welders") get pricey though so I tend to be more discerning in how I use them. Cost and all that jazz....
For casting, DD's giving you some great tips so far... A lot of casting is going to be trial and error as well. It's the nature of that beast. I've been doing it for some years now off and on, and it's something that can be a lot of work at times. Depends what you go into with it.
The FFURG articles are a good start, as they're definitely words from people who have done it. Ashley ("Delaton" over there) was cranking out casts for people at Celebration 3, and it was neat to watch him work right there at the table at the time. He's a resin machine!