What glue to use when Gluing iron golf club head on steel shafts?

Two part epoxies are the best. You mix two components together and they harden in an hour or so. Glues, which rely on evaporation of a solvent, typically aren't strong enough.

I won't recommend any particular brand names, but you can find appropriate epoxies at your local hardware store. Get the kind they call high strength or something like that. Quick setting ("90 second") epoxies aren't strong enough.