If the figure is styrene, you can use sprue and liquid cement, just like you might on a piece of ordnance. I also use Squadron white, thinned with acetone, and I've also used Miliput, thinned/smoothed over with a moist fingertip. It all depends.
A caution with whatever medium you use, is to make sure that it's not harder than the material of the figure, when it cures/dries. If it is harder than the surrounding material, then if/when you have to sand it smooth, you might remove more of the surrounding material during cleanup. That's true, though, too, when filling seams on other models.