I use DUO and it has always worked really well for me. Even when I buy Make Up For Ever lashes, I tend to use DUO instead of the lash glue that comes with it (which is also very good).
The only lash glue that Sephora offers without the lashes are from DUO. It's pretty good and a tube lasts quite a while. The only thing to be cautious about is if there are any allergies to latex.
Urban Decay's lashes come with an eyelash adhesive that is latex free.
With the more higher end lashes, some will come with their own glue.
Hope that helps.