I was trained (40 years ago - or more) that you should never use a glue except to set pearls. How do people feel about this these days.
It depends. For pearls, as you say, and for inlay or intarsia settings it’s the only practical way. If, by “glue” you mean hard-set epoxy, that is.
I mean any type of glue. Epoxy, super, animal hide anything. In other words using glues to firm up settings or instead of mechanical setting, attachments etc.
Tony Konrath
Time to get my soapbox out…
My personal opinion is the glue is only acceptable on pearls and inlay. I got my start working with Native American style jewelry with bezel set turquoise and such. Very, very rarely have I found it necessary to secure a stone with glue outside of the above mentioned scenarios. To me, reaching for the glue is going for the easy way out and too often I’ve seen jewelers use it as a crutch. If you would have just spend a little more time working with bezel or cutting your seat you could set the stone without adhesives. Reaching for the glue robs you of the opportunity to practice and master those techniques.
Leaving off the adhesives also has practical applications. Mainly, it is much easier to remove a stone from a setting when you’re not fighting a chemical bond. Some repairs, especially in sterling, will require removing the stone and if you can’t you’ve just made would could have been an easy repair and additional revenue an impossibility. Any adhesive will break down over time, its a warning I give to my inlay customers. As such, someday that stone will be loose again. I don’t have a problem with pearls or other organics being set with glue because their care and treatment protocols are the same for the adhesives securing them so, in most cases, the adhesive will out last the pearl.
Bottom line: glue has its place and I intend to keep it firmly in that place. I’m off my soapbox now. 
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I use hardware store super glue all the time to temporarily hold a stone to a metal dop stick, a small piece of jewelry that I am working on so that I can polish it or manipulate it and I have even used it to temporarily assemble a piece to see how it would look to decide if I wanted to make it. It releases at a low enough temperature so that the stone typically is not damaged. I also, technically, use glue when I make a piece with colored or embedded resin in it. In the end, I agree that a finished piece should not be held together with glue, but there are a lot of art jewelers who use glue especially on non-metal pieces. We could also discuss what a jeweler is, but we have already done that before…Rob
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Although a novice I would agree that glue is a short cut that should be limited. A good friend and jeweler warned me years ago of working on jewelry that someone had used super glue to hold stones and that when you heated the piece, the glue would release cyanide gas that almost knocked him out once.
I use it only on pearls turquoise and inlays. But ive no objection if its used properly
Just to be accurate superglue does not contain cyanide!
I heat super glue all the time and I haven’t fallen over yet…Rob