Gripfill (Internal and External grade) Liquid PU by Laybond (or similar) adhesive was recommended to me and it is brilliant. Needs clamping for 24 hrs for final bond strength. Expands into gaps and is therefore great if you need to remake or repair any hive parts. Obtainable from good timber merchants - eg Travis Perkins. Bit of a bugger if you get it on hands as there seems to be no solvent to remove it. In other words be sparing and careful with the nozzle on the 0.5kg plastic bottle.
Steve, hold off getting more bits and pieces from Th**nes for the moment (unless sale items) They attend the Ulster Beekeeper's Annual conference in March and will allow you to collect previously purchased items from their stand. At least you will save a little on postage.
I can never see the point in glueing something which you are nailing/screwing anyhow.
It, if waterproof, will help to prevent ingress of water into/through the joint, which may well swell the wood and reduce the useful life of the item.
Nails are good if put in 'on the tosh' but otherwise are to keep things in place laterally to the nail head. Can't beat screws for making sure the joint is pulled together, if cramps are not available while glue sets completely. A tight wood-wood contact is obligatory I expecting the best from a thin film glue, such as PVA.