I've always used epoxy for the same reasons Blackie/Randy gives. However, now that I think about it, medium CA might be a better bet. The big problem with torque rods is getting the glue where you want it, and nowhere else. Epoxy might push out of the hole and get into places it shouldn't be. Medium CA might be just right, particularly if the hole is exactly the right size for the torque rod.

I would not recommend thin CA, though, since it might harden before you get everything together.