I mentioned this in my first post on my Custodes project but it's worth mentioning here in a little more detail.
Always start down the right track when you begin assembly on that new unit. Even if you're just building them straight out of the box with no conversions or fanciness, make sure you do a couple of things.
1. Make sure you've got all your parts.
I know it might seem obvious, but it's the worst feeling in the world to get halfway through building a model only to discover you're missing a sprue or a certain bit... and it's never something optional that you can go without.
2. Get rid of mold lines.
If you're going to go through the trouble of spending a few hours painting them so they look "real," why not spend a few extra MINUTES scraping away the obvious mold lines and flash before assembling them.
I use an old toothbrush to brush away any excess plastic once I've scraped it off. The bristles get down into the tight areas and get all the little scraps out of there so I can see what's left over and I have a clean model to work with afterwards.
3. Use the right glue for the job.
And to that, make sure you only use as much as you need to get the job done. Sometimes glue isn't enough and you need to pin a weak joint but be careful with how much glue you use... excess glue around joints is an ugly sight.
4. Base them.
It doesn't matter what you do for the base, just take a minute and do it. It adds so much more value to the finished model. Here's how you can do it with free stuff for crying out loud.
5. Prime your models with a quality primer.
Notice I didn't say expensive or a certain kind. Use one that you like that gets good coverage without obscuring any details. How you apply your primer may be even more important than the kind. These miniatures are hard enough to paint without covering up the surface details with a thick, junk layer of primer.
All in all, take your time and do it right. You might only spend an hour or whatever on each guy but you'll spend years looking at your results.
My Project Link: Follow my Custodes Project