Start with adhesives

I use 3 different glues when I put knock-down (KD) furniture together, RTV (aka Silicon Cement), construction glue (like Liquid Nails), and wood glue.  Knowing where to use them makes all the difference.  

I typically use the black RTV (room temperature vulcanization) because in testing I've done, it tends to stick better, white is second, and clear is last (never stress tested brown or red).  I use RTV in places where I need the flexibility of a joint that I want to allow to flex a little bit.  That's because RTV doesn't dry hard ... it's like liquid rubber.

Wood glue (they are all pretty much the same) is used when I want wood to stick to wood ... but make sure it's grain to grain.  Often in particle board, the 'wood' is coated with a clear sealent, so if in doubt, use construction adhesive.

Construction adhesive (liquid nails) is good for about everything else.  It adheres well to a large variety of surfaces, and dries pretty hard.

Why glue?  Is that cheap?  Glue is great because it's like a million tiny nails holding your work together ... but beware ... GLUE NEVER DRIES.  I don't care what it feels like ... if you nail a piece of wood to the wall and then glue another piece of wood to it, you can let it dry with something holding it in place for weeks if you want, but one day, that piece you glued on will fall off.  You stop pieces from 'creeping' by using a small nail ... that tiny bit of metal (it doesn't take much) will stop the 'shearing' action of the attached piece.

Finally, don't be in a hurry ... let it dry.  Typically I allow 24 hours before I remove the clamps.