This is one of the reasons that I no longer use wood to build anything for model railroading. You can actually get better-looking "wood" using styrene than by using real wood, as the grain structure doesn't scale as well as most people seem to think it does.
The key is in the finishing, and an excellent source of info on that is Harold Minkwitz. There was an article on this in the July 2006 issue of RMC, but you may be able to find something on-line, too. If I recall correctly, he has a tutorial over at Zealot (I just checked, and the link to his own site no longer works). :cry:
However, if you insist on using wood, regular wood glue, white or yellow, will probably give you the best, and longest-lasting bond. The convenience of ca is, in my opinion, overridden by its weakness when used on joints other than those which include a mechanical connection, such as a wire in a drilled (and well-fitted) hole, or a mortise and tenon type of joint in wood. As suggested, work atop waxed paper (I used it for my styrene stockyard pens, too).
A simple way to do this is to purchase a sheet of 1/4" thick sheet balsa - the sheet which I use is 4" wide and about 30" long (it was probably 3' originally - I've been using it for 40 years), and a box of dressmaker's pins.
Tape your stud layout drawing to the balsa sheet, keeping it square to the edge, then overlay it with a sheet of waxed paper. Place pins along the lower edge of the future bottom plate of the wall, as many as needed to keep it in place (use a straightedge for this), then stand the bottom plate, on-edge, against the pins and add several pins along the plate's opposite face to keep it in place. Repeat this process for the top plate, then it's a simple procedure to apply glue to both ends of the pre-cut studs, placing them atop the lines showing through the waxed paper. Let the glue set completely, 24 hours or at least overnight. With a long enough piece of balsa, you should have room to build all of your structure's walls as sub-assemblies. I would also suggest using basswood rather than balsa for the actual construction - its grain is finer and probably more "fuzz-free" than most balsa, and it's readily available in all common dimensional lumber sizes, such as 2"x4", 2"x10", etc.
Minus the waxed paper, this method is also useful for constructing brass handrails, sill steps, and other items that need to be soldered together.
Building the wall framing (and floor and roof, too) as flat sub-assemblies is the best way to get tight and strong glue joints, with the pins holding everything tightly in place until the glue has dried. For attaching sheathing, etc., clamps, spring-type clothes pegs, or elastic bands can be useful, too.
Wayne