Bob, as has been stated already you should use a Super Glue (Cyanoacrylate) or Epoxy resin and the surfaces to be glued should be clean and clear of powdered resin residue and should in my opinion be roughened beforehand i.e. scratch a cross hatch pattern on the surfaces with a sharp knife or drill small holes, or roughen with a Dremel tip to provide an area for the glue to grip onto.
I pin all joins probably more out of habit than necessity as well as the roughening of surfaces. The pinning of small pieces to be glued is usually necessary because they can be easily broken off.
As far as order of gluing and painting it does depend on the kit. An obvious example for instance would be if you have a figure holding a shield close to the body it would be almost impossible to paint the inside surface of the shield and indeed the body of the figure if that shield was glued in place at the start.
Paint the figure and shield separately and carefully glue the two together later......that's one simple example, of course, but it's basically put together the pieces you can manage to paint EASILY then put them together.......many times you'll be able to glue the entire piece together and paint it without any trouble.