Thin can be used and is appropriate in some circumstances.
I like to build structures dry and make sure fits are right and then apply glue. Thin CA wicks into the joint without having to dissasemble. It can be done without making a mess, but takes care and technique. Basically you need some method of applying controlled and very small amounts of glue to each joint. You can't apply directly from bottle to joint.
Which works best for you will take practice and experience.