I just got my copy of "The Foam book" the other day.  Reading through it, I see for legs and arms, they show the individual parts (hand, forearm, upper arm/foot, calf, thigh) made separately and connected with joints so they move easier. 

Do you all do this?  I have been making them one-piece and just not stuffing heavily at the jointed area.  Thoughts?

I always use fabric tubes for arms and legs that I stuff.  I fill them with fiber fill the sew two lines horizontally about 1/2 to an inch apart where the bend is for the elbow or knee.

just like dolls and teddy bear building joints and body parts can be made to be pose-able (sp) or to move or serve a function. There was a thread some where on the forum where someone made removable arms using magnetic snaps or something. Doll joints are used a lot. Jay aka Dr.Puppet has some good videos that show the process.Worth the investment at only $5 each.

http://drpuppet.com/video_tutorial_page_1.html  

Found a couple of topics

http://puppetsandstuff.com/community/index.php/topic,4877.0.html

http://puppetsandstuff.com/community/index.php/topic,6665.0.html

When I  use the Glorified Sock or Roly patern from projectpuppet.com I now do my arms first and stuff them. Then I sew them into the regular side stitching of the body halfs. Just leave some room at the ends without stuffing. It takes a few minutes to figure out how to place them thumbs up. Once you get it though, I find it easier and better looking. I may try doll joints too, just to decide which I like best.

I use The Foam Book's methods, but with a slight change: a foam tube, but with a diamond shape cut out at the elbow (the diamond faces up, so the hollow is the inner elbow and the opposite side of the tube acts as the elbow hinge).... Don't currently seem to have any photos of it online.

I don't normally do legs, but the ones I have done were basic tubes, hidden by clothing, and with real human shoes.

I do both the arms and legs in one piece as well, for joints I stick a pin across the arm (or leg) where the bend will be and stuff the top and bottom of it with polifil....

I tend to use large sized snaps, sewing one part to the arm and the other the body. This gives a nice swivel and allows for easy removal and reattachment, which make costume changes easy. It also give you the option to switch arms (assuming you always sew the same part of the snap to the body.

I use The Foam Book's methods, but with a slight change: a foam tube, but with a diamond shape cut out at the elbow (the diamond faces up, so the hollow is the inner elbow and the opposite side of the tube acts as the elbow hinge).... Don't currently seem to have any photos of it online.

I do like this and use a cord from the wrist to the shoulder in order to stand the weight of the wole arm. I put a plastic piece glued to the foam and a knot in each end of the cord. A bit of hot glue on the knot avoids the knot to untie.

I have done those kinds of joints, but there are always the odd occasion when you are going to see the joints, so I now tend to make a roll of foam for the arm or leg and stitch it at the joint position so that it always bends easily there, then on putting it inside the fabric arm or leg, I do NOT sew the fabric joint. The foam continues to bend at the stitched joint and you do not see it on the outside fabric until it bends.