Plastic cement will only bond plastic to plastic.  You want to scrape paint away from any contact areas you will apply cement.

I build as much as I can before painting, wings included.  The only things I leave off are parts that will be painted a different color or parts that can get broken during painting, such as landing gear, antennae, exhaust, propellers, sometimes canopies, etc.

I always find it hard to paint the inside of the pylons when they are attached, so I leave them off and paint them separately and attach them to the painted model. Not to mention on some planes you have to apply decals underneath the pylons which is hard to do when they are attached.