Often people ask if they should use an adhesive or nails when attaching their baseboards. While in most cases nails are preferred, there are some circumstances that would require a good baseboard adhesive.
I would suggest that if you are using wood trim and nailing into wood, to go ahead and use nails. However, you will still want to have some adhesive handy for joints and cracks. So in truth, a combination will be used almost always, but we are referring to the main source of holding the trim to the wall, not patching and filling. Basically, you should use nails whenever possible. You can use a regular construction adhesive to fill in holes and joints.