For rooftop use: Dicor self-leveling lap joint compound is the standard stuff. It goes on with the consistency of yogurt, so it's not useful at all for vertical applications (it self-levels down the wall).
For other things, I find OSI Quad Max works fairly well and is not too expensive and is available at big box stores. The Max version is definitely nicer to work with than the standard OSI Quad, and the nozzle on the tubes can be unscrewed and cleaned out after storage should it goober up which is a big advantage as far as I'm concerned. This is a polyurethane-based compound, I believe, not too much unlike GeoCel Proflex.
For little things like door hold-open catches, plain plumber's putty also works pretty well and is comparatively neat and clean to work with and easy to remove should the need come up.