Hi Matthew
I drill one of the foot/legs and insert a length of brass rod with about an inch or two still visible. This can then be inserted into either holes drilled in platforms, bases etc or straight into ballast, earth etc. Works very well, no mess and is easy to relocate the figures where you want.
The only thing is that birds, especially blackbirds sometimes 'uproot' the figures in their search for food!
You an also insert the rods into posteriors for sitting figures

:
If the legs are too thin as in some female figures then a long piece of rod can be used going up behind one leg into the skirt etc.....I know...this sounds pervy......