Use the absolute minimum number of layers possible. It looks better that way.
Elmer's glue. Wood glue might work but Elmer's has been fine for us.
Use a heat gun to make the foam harder and stronger. It's like an industrial strength blow dryer that melts the foam into like a thin, hard, plastic. It'll protect against any bumping you'll encounter. It also gives a pretty awesome look to whatever foam you're hitting with it. The longer you "shoot" a spot, the more the foam melts and the more bizarre it looks.
The tops of almost all of BG's foam tables were hit with a heat gun before being flocked and painted in an effort to add strength. It's worked out pretty well.
I don't suggest cutting the foam with any sort of hot knife or hot wire if you plan to use the heat gun though. They melt the foam enough to make the process difficult and look weird.