Two types of glue work well for use with metal: two-part epoxy and cyanoacrylate glue, more commonly known under the brand names "Super Glue" or "Krazy Glue." Epoxy requires mixing so it is more complicated to work with than cyanoacrylate, but it is more effective on metal.
Two of the more popular brands of epoxies for metal include Scotch-Weld, which is manufactured by 3M, and Gorilla Glue's Gorilla Epoxy. Popular cyanoacrylate brands are Super Glue and Krazy Glue.
Regardless of the glue product, the user should read the instructions before beginning. The metal pieces should be clamped together after gluing in order to apply pressure as the glue dries.