Well, for rigid plastics like styrenes I use modeling cement; for parts that are not meant to be flexed I do use superglue. For more rubbery plastics I use Industrial Strenght UHU.
Some plastics like nylon and propylene (think the material the shoulder, knee or elbows joints are made of) are just too smooth or inert to support strong unions using only glue, so I pin the parts using a small drill and either plastic or metal rods for pegs.
In the case of your german soldier, I'd cut the peg, drill a hole and replace the peg with a piece of styrene. Melting the end of the peg a little would provide a wider section that could be sanded to form a plug for the boot, to prevent it from falling off.