Deep section carbon fibre wheels have spurred something of a renaissance in tubular tyres; these Schwalbe Ultremo TT tyres only appeared in the German tyre company's catalogue a couple of years ago.
Like most tubulars, the Ultremo TTs are expensive compared to clinchers, and they're fiddly to fit and fix. On the flip side, carbon wheels for tubulars are cheaper, lighter and easier to make than carbon or carbon/aluminium clincher rims, which need a hook to hold the bead. So you could save money on your time trial wheels and tyres overall by choosing tubs.
Glue every time, no contest. Go for Continental in the big yellow tin and Google up a good price. Tub tape is nasty stuff, basically just cloth double sided tape, if you're unlucky and sods law says you will be. It'll get twisted or stuck to itself during the process of getting the tub on. Don't go near the stuff, it costs too much, you can't re-use it, it rips up when you change tub and leaves shreds of hard to get off stuff all over your rim. Not to blast the stuff too hard, it is convenient if you are in a desperate rush. With the glue, think before you start.