What kind of glue is best to glue print pieces together?
Is glue gun ok ?
What type of filament would the printed pieces be that you are are trying to glue together? Most commonly people use super glue.
Revell works fine 
Just here to note that hot melt glue is only really a temporary bonding solution.
Using a chemical composition that physically act as a solvent, catalyzing with your filament is suggested if possible.
Most of the time it would be PLA. I wondered about glue gun as it’s easier to handle and control.
Thank You for all the information 
The best, I don’t know.
Simplest: Cyanoacrylate
Great: epoxy resins
Great potential: acetone. If you have a good contact surface, acetone (pure) can provide a powerful bond. It seems to melt the outer surface slightly (it became a viscous fluid), which permits fusing the two characters by press.