As stated, depends on the materials. Tamiya and other modeling companies generally use styrene, but the HL and other toy grade stuff is ABS plastic. Both have to be melted together with a solvent, which is what the glues are. Testors and others for styrene are usually either orange solvent or acetone. ABS needs MEK (don't waste your time trying the Home Depot MEK substitute or plumbing ABS glue, neither work). MEK works well on both plastics, but is overkill on styrene. Plastruct makes Plastiweld, which is MEK with a conditioner to prolong evaporation (rebottled at a huge markup). As it is, the stuff evaporates so fast, you have to work in small areas otherwise it's gone before it bonds.

The difference between styrene and ABS for our purposes is styrene is better in molding and holding more detail, ABS is cheaper, but stronger. Styrene can produce beautiful detail in 1/72 tanks, ABS can plumb the waste pipes in your house. I assume HL uses it for cost cutting, choosing strength over detail.