I always fully assemble and glue up prior to shaping.
As mentioned above by more talented and experienced handle makers than myself never use CA glue exclusively.
Permanent fixing of handle to tang always use a quality epoxy like G-Flex. I might also suggest using their black epoxy dye if your ferrule is a darker wood or synthetic as it will help "hide" any small imperfections in your tang slot.
For glue up of the handle pieces it depends on handle materials what gets used.
If only wood to wood or if only using phenolic spacers Titebond III is excellent and has plenty of strength.
If using g-10, acrylics, bone, micarta, reconstituted stone, or metals always use a quality 2 part epoxy again like G-Flex.
Exception to that rule as Matus pointed out is Nickel Silver........because F#*@ that stuff bonding with anything short of an industrial liquid solder that you can only buy by the gallon. You are better off using stainless steel or pay up for sterling silver.
Also I should say that Acetone is your best friend, make sure everything is clean for a proper bond.
With that said always, always, always drill the holes in your metal spacers before stacking! Yes you can pin it to help with alignment if you heat it up to much while shaping and have to re-epoxy.....we have all done that more than once.
I guess one major question as to give any better advice would be what tools do you have at your disposal?