After you've applied a bead of caulk, simply use your finger followed by a damp paper towel to smooth it out. If that's a bit messy for your liking, many spreading tools are available.
Some tubes of caulk will come with a cap. If not, a great trick for capping an open tube of caulk is screwing on a wire connector onto the tip. Connectors are threaded so they will grab onto the tip and stay in place.
Caulk manufacturers also make smaller tubes of caulk that don't require a caulk gun. They're a lot like a tube of toothpaste. Many of these come with tips that can be screwed on and removed, which makes cleaning much easier.
The white glue we used in school always comes to mind when we think of the sticky stuff, but other than making construction-paper art, it's not very practical in DIY situations.
Not all wood glues are the same. Titebond has three main varieties and they are pretty easy to identify by their label. Plain Titebond is the typical wood glue you'd want to use for most woodworking and carpentry jobs. Titebond II can be as well, but it also offers waterproof/exterior uses. Titebond III, which some woodworkers simply use as a default glue, has good exterior capabilities and has a longer “open” time than the other Titebond glues. Open time refers to how long before a glue starts setting. This is important if you're working on project that requires a lot of setup or assembly prior to being clamped.
When using wood glue, make sure to apply a solid bead and spread it evenly using an acid brush. Apply enough so that the mating surfaces are thoroughly covered.