Oilcloth and Glue
I like to "baste" my oilcloth projects together with glue before sewing. This is helpful because you don't want to put pin holes in your oilcloth and you don't want to rip out mistakes because it will also leave holes.
I admit I haven't tried every fabric glue out there, but I have found that some work better than others on oilcloth. I like Fabri-TacTM because it's tacky and dries pretty quickly. I have found that white, tacky fabric glues do not work or take up to 24 hours to dry.
Only use a scant amount of glue. You only need enough to hold your pieces together until you sew it. Too much glue will make the oilcloth soft and bubbly, and when dry, lumpy. The glue will not hold your project together permanently, so remember to sew it!
If you're sewing simple, straight seams it's not neccessary to glue pieces together. Use small binding clips (available in the quilting notions department) to hold the pieces together.