BlueTac; alligator clips mounted on the ends of old paint brush handles or wooden chopsticks; toothpicks, leaving to smaller parts attached to the sprue and cleaning them up and painted until ready to remove the last attach point.
If you look at the WIP pictures members post, you can glean ideas from what they are using by looking at what is holding the parts as well as what is on the bench in the background.
Notice anything in this picture?
or this:
The most common way I hold small parts is a piece of heavy paper cardstock and some masking tape.
then some will post a picture showing something more specific like this:
It might just be me but as a habit I look at the background as well as the main subject...the investigator in me.