A lot of it depends on the materials being joined. The worst-case scenario is when one of the parts is polyethylene or polypropylene, because these are very difficult to "glue" to anything else. The best case is probably when both parts are ABS, which is easy to join with any of several ABS bonding agents, most of which "melt" the ABS parts together.
The best advice is to take an educated guess at the best material to use, and then try it on a sample.
Check the Urethane Supply site; there's a wealth of information there on plastic joining, and on ways to identify the materials you have.