Photo Splits, Scrapbooking Glue Sticks, Tape Runners, Glue Pens, Metal Glue...The list of adhesives used for scrapbooking goes on and on.  If you're anything like me it's a bit daunting to choose which one is best for you and your project. 

Photo Splits:  These are little blocks (squares) of double-sided adhesive, generally they come in a dispensing box.  You just pull some off, generally one per corner of your photo and stick them on (leaving the backing until you are ready to adhere the photo).  The upside to these is the convenience of sticking one square per corner, and it's also great for kids to use.  The downside is the endless lot of little wax-paper squares that you have from the backings.

Tape Runners:  These are a great choice as well.  Come in a "runner" and you just stick the amount of tape where you want it and there you go.  The upside--no little squares everywhere (as from the photo splits), along with the ease of not having to deal w/ peeling off sticky squares, etc.  Just put them down.  The downside is that there is no backing on the adhesive once it is on the page, and that it can be tricky to dispense the right amount of tape, however this comes with practice.

Glue Sticks/Pens:  Glue sticks (scrapbook safe, of course) are often the least expensive form of adhesive.  They are messier than the tape options and sometimes different brands can be unreliable and the photos can start to fall of the pages.

Metal Glue:  Best used with metal and other embellishments that would be difficult to adhere with tape or other glue.

There is also an option of clear/frosted photo splits that you will want to use if you are using vellum  since it will not show through like others will.  White will show through, as will clear, but frosted splits will not show through the vellum.  Good luck :)