Depends a bit on what plastic you're sticking to, and also the nature of the joint e.g. small area, large area etc.
For a really strong joint I like modified acrylic. They're a twin part adhesive like epoxy, but they tend to key into the plastic a bit. The resulting bond is usually stronger than the material, but they can craze some plastics, and most tend to have a fairly quick get time, which can an advantage or disadvantage depending on what you are gluing. Some formulas are available as a 'honeymoon' mix, where you put each part on each surface then press it together for it to go off, or should that read 'get off'!
Epoxies are often fine, but you need a good amount of tooth on the plastic, as the bond is entirely mechanical. I favour slower set epoxy as it tends to be totally waterproof and is stronger. I use JB weld a lot, as it sands and works nicely, and sets with high strength. Sometimes if I want a thinner adhesive I use epoxy resin formulated for laying composites,
Quick set epoxies are fine in certain circumstances, but they never seem to be as strong as their slower setting counterparts.