Using super glue gel works better than the liquid kind. You will have to hold it in place for a few minutes as either of them take longer to set under water than dry. It also makes a film on the surface of the glob of glue when it hits the water. If you are gluing something like a frogspawn, make sure you kind of rub it into place to get through this thin shell. We have also used the gel to attach things like mushrooms directly to small fragments of rock and then glue the rock into place. Since it was first a surgical glue, it doesn't harm the soft bodies of the coral as long as it's just a drop on the bottom of a mushroom, polyp, leather, etc.
From what I've heard, the aquarium epoxy is best for filling in around the base of a hard coral when inserting it into a crevice. I hear it may not be appropriate for attaching things to the sides of your life rock, etc.
I'm sure others have more experience, but this is what I've learned so far. Good luck.