I've done everything from tape, to adding some cotton and padding to some places...the loose but tighter fitting joints can be tightened using one method, glue. What I mean is, something that will dry inside the joint, but not necessarily glue it stiff and non-moving. Elmer's glue or fabric glue, in small doses, in the right areas, works well. I have even added drops of superglue gel and kept working the joint until it set and had a tighter joint, but that is risky.
Depends on the joint. The shoulders are the worst. If you can add some cotton up in there, and secure it, then dress the figure, that seems to work well. It's just that Sideshow has those weird double slot shoulders, that I constantly am shifting back with a "pop" each time, that helps them look better. That can be secured with cotton somewhat also.
These methods only work on totally clothed figures.
I haven't had to secure shoulders on a bare figure yet.
Feet, it's best to use the glue method. I hate Spinning Foot Syndrome!
I have noticed that if you can work the ankles around to where the foot turns up or down, in the sideways position only, then the foot will stay in a straight out forward position and stand better without a doll stand. That is small stuff though. It takes some tricky maneuvering thougth of the ankles.
I have never had a problem with SS elbows though. Those suckers come tight!
Oh, then there's surgery!
I had my Pierce Brosnan Bond jump off the shelf once, and when he landed, it popped his torso, and all the tight lines inside pulled his body inward so he looked like a dwarf in regular clothing! That took removing the clothes, taking the torso apart, and reworking the innards where I could reglue the torso halves back where they are supposed to go. Learned a lot that day! These guys are tightly sprung in there! If you tighten that up some, they will not be loose afterwards. Just requires inner surgery.