I have several r/c subs that have PE decks (e.g. Type VIIC U-boats) and/or PE parts. In all cases I have utilized some form of mechanical fastener as a means to ensure that the decks stay in place (e.g. bollards, capstan, conning tower, etc.). This more as an insurance policy. For the larger subs (1/32nd and 1/48th) I do not glue the deck to the fiberglass hull so as to prevent thermal expansion causing problems. It turns out that the fiberglass actually expands more than the brass as the temperature increases....so I wanted to prevent the PE deck from deforming as the underlying fiberglass 'moved'.
For a 1/72nd scale Type VIIC with a styrene hull, I would glue the deck onto the hull but still use some mechanical fasteners...just to be sure. I'm the cautious type!
For the large PE parts on smaller subs I use a rubber-based adhesive similar to what Bob suggested. For things like railings which are very delicate regular CA works fine. Just remember to cover all exposed CA with paint as CA will soften when it gets wet.