I usually use the back edgeof a hobby knife to get the panel lines back in, just like when removing hoods and such. I've never tried this, but I bet it would be easier if you take a pen and draw the line(s) first to help you scribe a good line with the knife. Don't try to get the line to it's original thickness on the first time, just gradually do it. If you mess up, fill it with putty and try again.
As for exterior parts, yes, glue them first. No matter how skilled you are, it's likely that every thing won't go on together perfectly. Besides, glue would mess up the paint if you painted it first. A coat of primer might be okay before gluing, but you'll probably have to reprime anyway.
I hope this helps. Post some progress pics of your model. I have the Initial D FC3S kit, too, so I really want to see how yours come out. Good luck!