Best glue

If permanent I would use epoxy. Otherwise you have your super glue family of glues like CA.
But make sure to wash your weights. They often have the greasy film on them. Though never thought of using CA to glue metal so I’m thinking epoxy for permanent is best bet.
Otherwise I always used 2 sided tape so I could easily pop them off for another car since there’s always another car to build.
 
To secure weights to ladder car, not going to be reusing them want a permanent solution.

01 I'm not a adhesive guru but you might want to take a look at this one. One of the complaints of Super Glues/CA's is it's lack of lateral flexibility (break not bend). If you ever need to make a ladder repair this ju ju juice has "Flexible Rigidity" Say What !! Originally formulated for the prosthetics industry where a glue was needed to be flexible. Got some on my finger, after it dried I pulled it off like a band aid. Put the sliver between my thumb and index finger and the stuff bent in half but did not break. Amazon and some big box stores.

 
01 I'm not a adhesive guru but you might want to take a look at this one. One of the complaints of Super Glues/CA's is it's lack of lateral flexibility (break not bend). If you ever need to make a ladder repair this ju ju juice has "Flexible Rigidity" Say What !! Originally formulated for the prosthetics industry where a glue was needed to be flexible. Got some on my finger, after it dried I pulled it off like a band aid. Put the sliver between my thumb and index finger and the stuff bent in half but did not break. Amazon and some big box stores.

I won’t be ever taking the cars I build apart. They are like trophies in themselves.
 
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I'm cheap, and tungsten is expensive. I salvage the weight out of all of my cars. That being said white glue is my glue of choice for gluing weights in. CA glue definitely has it's place for other tasks.
 
Superglue gel. You can make a 2 x 6 cube block with a square pretty easily and if you ever have to change weight positions a razor blade will pop them apart pretty easily.