Magnets, clamps, standoffs, etc from companies like Rayco and Renishaw (formerly R&R Fixtures). Also odds and ends like screws and bolts. Rarely use hot glue.
We normally use 1x2x3 or 2x4x6 blocks with a clamp on top. As a programmer, I will import the setup CAD models with the part model into MasterCam and place them how I want then save the setup CAD only and import it into DMIS so I can program around it.
We also ordered some vacuum cups and related hardware recently so I am in the process of modifying programs to use that as well. No all programs but the ones that I deem it acceptable to use it on. Setup is much faster and more versatile with the vacuum.
Most of my parts are magnetic, so I use a lot of magnets and circular mag chucks.
I drag in my part model along with whatever fixturing I have onto a model of my CMM plate. Recall an external alignment, turn on DCC mode, then go to work.
Detailed setup pics, this plate, and good CAD models have enabled me to set it up to where my operators only have to touch the jogbox for like two of my programs (the rest all run by themselves).
A lot of fixturing decisions depend on what kind of situation you are in. Is everything a one off or are you in production? Do you only program or do you have to run the machine as well? Is there someone that could load and run a program if needed? Do you need to run multiple parts in a sample?
Assuming that you're in a production environment having a couple of fixture plates and components is a very good thing. You could have all your fixtures assembled and then swap out programs very quickly. With a fixture in a reasonably repeatable location, you don't have to do any kind of manual alignment. This means that someone with minimal training could run parts. With a big enough fixture and some semi-clever programming you could run all your samples without having to stop, thus allowing you to get other things done. Figure out a way to put the time savings in money and project it out for a year or two. Management only understands money.
BTW, if you are in a machine shop you can create your fixture plates and components.