I am not an expert but these are my thoughts/methods.
I use PVA wood glue (nothing special, I bought it from Wilkinsons).
I glue first then apply glue n the joints once dried.
I prime with Halfords acrylic grey primer (if there are enclosed areas I prime before assembly - concerned about damp and MDF). I fill any joints with Milliput.
I sometimes prime then sand and prime again.
I have used textured spray on building exteriors.
I used some spray paint on some buildings.
TTCombat Streets of Venice work in progress.
The bricks/tiles are painted individually using a wet palette and Vallejo Black, Hull Red, Burnt Cadmium Red and Red Leather. It does need some mortar added between the blocks.
The quoins and the window frames are painted with Citadel Rakash Flesh.