Link: http://adteputek.com/b2evolution/blog2.php/2009/08/17/how-to-select-between-ethyl-versus-methy

Classic cyanoacrylates are represented by the ethyl and methyl chemistries. Generally, the methyls offer better bond strengths on metals, the ethyls providing better strengths on everything else. Substrate selection and bondline configuration directly influence adhesive performance. For example, two polished bare metal surfaces are best bonded with a methyl grade. By comparison, better results would be generated by an ethyl grade when bonding a single bare metal surface, such as an emblem to an automobile fender. Why? The automobile fender is painted, and while composed of metal, the adhesive is in contact with the acrylic paint layer, a plastic surface. To summarize; use methyls when bonding bare metal-to-metal, ethyls for everything else.