This topic comes up from time to time. See this thread:
http://www.finescale.com/fsm/community/forum/topic.asp?TOPIC_ID=18749
Here's what I posted there:
Here are two approaches to rigging. The "drilling holes and using monofilament" method seems to be favored by a lot of folks. I've used stretched sprue to rig a 1/144 scale Moraine Bullet. It looks okay, but out of scale.
Drilling holes and threading monofilament:
http://priswell.com/uggie/Uggie2.htm
Using fuse wire (other types of wire could be used):
http://www.wwimodeler.com/esc/rig.html
More on using monofilament:
http://www.wwi-models.org/misc/rigging.html
Regards,