I only quickly read through the replies so I appologize if this has been mentioned.
Most wood glues do not stick well to melamine. So if you're building a melamine rack when the particle board interior of a shelf is toughing the melamine exterior of a side, you can't just use any old glue. I those cases I would probably use melamine glue, which essentially melts the melamine coating to the other piece. It is supposed to be stronger than polyurethane glues like Gorilla when used on melamine. I had some Gorilla glue spill onto some melamine once and it did pop right off.
Otherwise, I do like polyurethane glues, although they are probably overkill for most situations. In some cases they expand enough that they can pull brad joints apart slightly, which can be a problem.
Honestly, standard wood glue is probably more strong enough for most applications. But if there is any irregularity between the two pieces of material you are joining, the expansive properties of polyurethane glues can be nice.
The short version of all this - the type of glue depends on what you're gluing.
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Current snakes:
0.0.1 Gonyosoma oxycephala - Java locale (green)
1.2 Gonyosoma oxycephala - Jave local (green)
2.2 Gonyosoma janseni - Seleyar locale (all black)
1.2 Gonyosoma janseni - Celebes locale (Black & Tan)