Ebony is normally used for the fingerboard on a classical guitar. I've used Madagascar Rosewood too, and its colorful grain can add a modern and hand crafted look to an instrument, but ebony is traditional. Remember, the dominant aesthetic in classical guitar building is subdued, relies on the beauty of the natural materials, and subtle contrasts between woods. We're building for beauty of tone and playability and everything else is secondary.
Fingerboards should be glued with a hot, slightly thin, hyde glue so that they can be removed if necessary many years hence for repair or replacemen. Hyde glue sounds better too.
Lots of people labor under the misconception that fingerboards should be flat. They should not. A string vibrates in an arc, its point of maximum excursion at the 12th fret is greater than at any other point. I think that for the best dynamic range and the best feel the fingerboard should be slightly concave, but only very slightly. I fit, slot and fret my boards before glueing them to the guitar.
I, like most other builders, use a hard nickel silver medium sized fret with a tang that is barbed. As the fret tang is pushed into the fret slot, the barbs bite into the wood and hold the fret in place. I like to take a triangular file to the top of the fret slots and slightly relieve the edge so that if a fret needs to be removed it won't pull chips of the fretboard with it. When I've finished fretting a board, i'll dampen it with water or a danish oil based finish to help the wood swell back around the fret barb and tang and hold the fret securely. It is not necessary to glue a fret.