i glue most things, like sk8r said, that are outside of the water.
i'll leave myself a tail on the bulkhead of a few extra inches if i can spare it, in case i need to cut and reglue or something. but generally bulkheads are cheap enough, and if you're going to be messing with them it's a perfect time to just replace them with new anyways.
i used to use threaded connectors and unions and valves a lot more to promote "loose coupling" (hi, software engineer here), but i just didn't end up making enough changes to these setups over time to justify the time and cost.
glue it well, and sleep tight knowing that's one less place it can leak from.