I glued mine so it's 3 pieces, a middle section and 2-3 sided sections.
I didn't want to jack around putting it together everyone I brew.
Might not have been the best choice in hind sight
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Well to be fair, I haven't even built one of these yet. I'm actually tackling that this weekend. But from what I can see on the guides, most people didn't glue, especially due to exposing the wort to the glue.
I guess I'll find out soon how well it works without glue. I would figure that as long as you don't rough it up, that it'll work well without glue.