CA stands for Cyanoacrylate, and is primarily used for for small prop assembly and other quick fixes, it is a chemical that dries extremely fast.
This is the kind everyone is talking about: http://www3.towerhobbies.com/cgi-bin/wti0001p?&I=LXCX50&P=FR&gclid=CM6PjpCBpM0CFQdqfgodlNkNxg
I have an ANOVOS kit and i used some CA glue in some places, but let me warn you that even though it may seem difficult with E6000, if you dont know exactly how you're going to hold something together while it cures, it will probably ruin your armor if you use CA glue. Not to mention it will instantly bond your skin together if it touches you. It also makes a strange semi gloss coating on the armor, which i can only assume is some kind of oxidizing side effect on the plastic. In other words, use at your own risk.
Heat only really works for bending parts. I would not recommend heating plastic in order to make it stick to other pieces.
Here is a thread for heating armor : http://www.whitearmor.net/forum/topic/35086-ukswraths-anovos-tk-build/page-34#entry472795
My clamps look like this