Wayne, I didn't use any glue. Heck, the stairs had already been there 160 years without it and no major problems except the abrasion of a lot of feet over a lot of years. 2 of the 16 treads were cracked but still did not move. I used 2 large finishing nails on each side, three across the front and 3 from the back of the riser into the back of the tread. If I had to suggest a glue for this situation, it would be Liquid Nails.
There are stair systems available where you rout out dados for the treads and risers and install them with shims. This system is made to be used with glue and I would used Titebond II for this.