You can use CA glue which is sold under the trade names Krazy Glue, Super Glue, Zap, etc. I try to "scuff" the surface of the PE part with fine sandpaper to give the glue something to grip. Also dipping the part into thinner or alcohol to make sure any oils used in the manufacturing process or from finger handling is good. I dip it using a pair of needle point tweezers and set it on a clean piece of paper towel. Don't drop it in or else you'll have to fish it out, might be best to pour a little bit into a cap.
Some folks heat the part over a candle to anneal it. It makes it easier to bend, especially if you need to make a curve (as opposed to bending the part at right angles).
As far as best type of glue to use, it depends. Use fast setting for a small piece that has to attach to an approximate position on the plastic surface. Use the slow setting stuff if you need to precisely position the piece (gives you a little time to work the piece into position). Use the gel stuff when attaching a grab handle or the like into a pre-molded hole in the plastic (the gel acts like a filler surrounding the flat PE piece in a round hole).