Fortunately for all of us who like to DIY, there is a large selection of metal glues and adhesives to choose from. You can find them at home improvement stores, hobby stores and even online. The trick is figuring out exactly which metal glue or adhesive you need. This can vary depending on what you are gluing the metal to.
If you are gluing metal to metal, and want a very durable hold, try epoxy glue. This stuff is the glue of glues. You can put it on thick, let it cure, and it will be pretty much as hard as a rock! It's a one use deal, so purchase several if you have several metal objects to glue. Look for an epoxy that is specifically for metal. Another glue that works well for metal on metal is JB Weld. This adhesive, however, is best for metal objects that don't have a weight-bearing load as it is not as strong as the epoxy.
For metal on plastic gluing, once again, two part expoxy glue is the best option. The JB Weld will also work, but once again, it is not as strong as the epoxy.
Gluing metal to glass can look really interesting, but can be one of the more challenging combinations. For the best bond, use Loctite Impruv. Like epoxy glue, it will dry clear. You do have to dry it in natural light, however, in order for the bond to form and be strong.
If you are gluing metal to fabric or paper, try using 3M 77, a spray adhesive. In these cases, using epoxy would be very overwhelming!
Sanding the part of the metal to be attached can create something for the adhesive to "grab onto", creating a stronger bond.
Always work in a well-ventilated area. Wear gloves when working with strong adhesives.