I buy 2 types of glue, for my glitter I use all purpose glue from the range its about £2 and is in a gold bottle, its white and sets clear and is very gooood.
For crystals I and most shoe customising peeps use this stuff off eBay called shoe goo.
You have to remember if you are working on a shiny surface to rough it up first, and work in small areas, the glue dries fast and so you don't want to smother your shoe is goo and rush to get all your crystals on before it sets, you'll end up just throwing them at it and hoping for the best ;D
If you do a quick google you'll find a million blogs of girls doing shoes if you need some help or insp. lol
Have fuuuuuuun! X