It depends a bit on how much moss do you want to put where? With placing rather large patches of moss for example to a lenght of vining wood structure.
Than my personal choice would be tie it with moss coton to the wood. This can be easily done outside the tank before you fix the wood in place.
So that's the next situation to review, is the hardscape in place and a pain in the butt to to twist coton thread around it. Than take glue.
Same as for rock, can you do outside the tank and want to cover a lot of moss to a rather large piece of rock. Than cotton thread could be easier to work with. Is the rock fixed in place, or does it need only a tiny bit of moss than glue would be my best choice.
Thus it depends a bit on the situation to determine what would be easier to apply. The type off moss doesn't realy make much of a difference.
In both cases it has an aesthetic issue you need to look at for some time, glue will turn white if it comes in direct contact with moist. Inevitable, moss is wet.. After it has cured you will see white patches of glue, this you have to take for granted but it will be covered with moss or aufwuchs and gone within a few weeks. Moss cotton needs to dissolve/rot away over time or completely overgrow with moss, also takes weeks, by then the moss is attached and you no longer see the thread.
Thus summary, little bits of moss = glue, want to cover large areas with a lot of moss = thread.
But that also still is personal preference.. Both can be equaly effective on any kind of moss.