Re: Head Cement or Super Glue?
There are a lot of different glues, adhesives and special sauces used in fly tying, including the head cement, CA glues, superglue, vinyl cements and epoxy, and all have their place depending on what you're tying.
But for most fly tying, like trout dries, wets, nymphs, and streamers the head cement (or Sally Hansen's Hard As Nails) will work better for you. It's easier to apply with a bodkin to get into small spaces, and soaks into the thread. You generally want it to be thin so it soaks into the thread, and if you want a glossy head on some flies, several thin coats are better than one thick one.
Superglue tends to get into materials, and can be a little more of a mess to work with. But it would be a good choice if you were tying foam bass bugs, to put a dab on a thread body before you push the foam in place to lock it to the shank. You might also use it for gluing doll eyes to a spun deer hair head on a bass bug, and it probably wouldn't hurt to use when locking the dumbbell eyes in place on a clouser for example.
Epoxy is used on some saltwater flies to form a specific shape, and can be helpful to use on heads of large flies like 2/0-6/0 instead of head cement on flies for toothy fish.
In most cases, it's the thread tension that holds everything in place. Three good wraps are better than 10 poor ones and gobs of glue. It's tough to get a feel for the proper amount of tension at first, and if you're like most of us you'll break it midway thru some flies as you get the feel for how much tension you can use especially on the thinner stuff.
If you're having problems getting stuff to stay in place, post the pattern and the problem. Lot's of folks will chime in with suggestions and tips they've learned probably the hard way from going thru the same learning pains we all go thru.
Hope this helps.