In order to improve the durability of my flies when I tie them, I like to place a mini-drop of head cement at each tie-in and tie-off spot as I add a new material. I find that a easy way to do this is to keep some head cement in a hypodermic needle and just place a mini-drop where I need it. In order to keep the cement from drying in the syringe and plugging the needle shut, I stick it in a cork between steps.
For me fly tying cement has two main purposes. One is to hold the fly together and the second is to coat a pretty head on the flies. I make my own head cement so since I want the flies I tie to be durable I use a vehicle which enhances its ability to penetrate deeply into the materials and thread. This produces a fly which is almost indestructible. In order to coat a pretty head on my streamers I use my thicker head cement.