Like the others mentioned, glue that actually melts and welds the plastic together, begins to set and cure almost right away. You have to work fast. It's just the nature of the beast.
I usually coat both parts to be bonded, and quickly set them in place. You get about 2 - 5 seconds to wiggle them around and get them where you want them to be. Once they are where I need them to be I follow up with an application of the glue along the seams. You can lay it on somewhat heavy, and I like to get a tiny little gusset puddle, for lack of better words, that looks like fillet weld, along the seams and edges. It dries and will disappear, but the reason I do the follow up application is because capillary action will draw the glue into the parts, so if you missed a spot, the glue will suck in. You can also bond things using nothing more then the capillary action, by placing the parts where you want them first, and then hitting the joints with a brush of the glue. You can't have the parts clamped down tight, but if you keep light pressure on them, and hit the joints of the outside edges, the glue will draw itself in.
For bigger areas that you need to cover with glue, use something that dries slower. Testors make a good cement for that. It's much slower to cure, and doesn't evaporate as soon as you apply it.
But it does still bond plastics by melting them.
Oh, and I always use the supplied brush, that comes in the bottle, for all the glue applications. I just wring some of the glue out, because with small parts the brush holds so much that it will flood the area you apply it to.