I have some limited experience with columns, although mine were either wood or cast fiberglass chop. I would recommend some combination of mechanical fastening and glue/mortar to put them together and anchor them. For the concrete, I would use Thinset mortar or hydrolic cement. You could use small metal (maybe rebar) pins that fit between the sections and anchor them with the hydrolic cement. This stuff is pretty strong! Be sure that the metal won't rust or it will blow the colums apart later on. For anchoring the concrete ones, I would mount the base with pins and hydolic cement as well and then the column to it the same way. For plaster inside, I would just use long screws (maybe with washers?) and fill countersunk holes with plaster of paris. Remember to not leave this stuff high as it is near impossible to sand. One potential problem to consider when joining column halfs, whether plaster, concrete, wood or fiberglass, is to be sure to take steps to insure that the long vertical seam will not crack later on. I would find a way to use heavy fiberglass or thin metal mesh and bed it in thinset and/or parging mortar (for concrete posts) to prevent future cracking. I didn't do this on a fiberglass column once and I had to re-do my fairing, put in mesh, and refeather because it cracked and it was a pain.