Depending upon the size of the figure, I've used super glue or two-part epoxy.
One technique you may want to employ is roughening up the joins before gluing the parts together. Create hash marks with your hobby knife over the areas to be glued. This will give the adhesive more to hold on to. Again, use with both resine and metal figures.
I use brass pins to join parts that are large and ungainly, where there is a lot of stress on the joint. I use pins more often with metal figures where an extended arm or leg might have a very small attachment point but weigh quite a bit.
When pinning, use a pinvise and bit just large enough to accomodate the diameter of the brass rod you're going to use--1mm diameter rod is more than sufficient on most small-scale figs. Drill a hole in the convex attachment point. In the matching, concave attachment point, place a small amount of modeling clay or poster putty. Fit the parts together, positioned the way you want them, and then carefully pull them apart. In the concave join, the clay/putty should have a raised spot marking where you drill your hole, angle and all.
One other consideration: Make sure you wash the resin parts in luke warm, mildly soapy water. The release agents manufacturers use can retard glue and paint.
Hope this helps,
TK