When you get to the covering it is best to have an iron and a gun although it CAN be done just with an iron. If you MUST choose only one, buy the iron. Have you seen Minn's videos yet?
I personally like Tite Bond II better than CA but the choice is up to you. RCKen likes Elmers. Says it tastes better or something like that[:'(]. I outgrew that glue eating phase weeks ago. It's real bad with CA, tongue sticks to the roof of your mouth just like Peanut Butter.[&o]

Test fit everything thoroughly before applying glue.