Stazon is an ink rather than an adhesive so it won't make any kind of glitter stick to your project. As the name suggests, the sticky embossing powder is something you can use exactly the way you'd use embossing powder but it goes sticky when you heat it. That means you can use it to add glitter to the lines of a stamped image.
As Vics says, any clear dry glue will work to add the glitter wherever you want it. If you want it over the lines of a stamped image and don't want to get the powder then you can use a fine tip bottle and draw glue over the lines yourself.
The Ranger sticky powder is not the only one out there, by the way. Stampendous do something called Stamp n Bond and SU! has one whose name escapes me at the moment.