Ok, here is the big bad boy.
The new kit produced from design sketches by Dave Cockrum.
I'm showing you this, so you can get an idea of the size of the model, and how much weight there is too it.
That way you can understand why it needs to be pinned.
Resting that much weight on just a glue joint is asking for trouble.

The first 3 pics show how I lined up the holes for the pins. I held the parts together and marked them with a pencil (easier said than done, unless you have like 3 hands). After making the marks on the outside, I then drew lines between the marks to get my locations.
This helps to make sure that the holes for the pins will line up on both pieces you want to pin together.

Then I drilled the holes for the pins.
If you notice, the tail to body connection got 2 pins. I wanted to makes sure it was a very strong joint as a lot of the weight of the model would be working against that joint. Also, I wanted to make sure that I could keep the tail from twisting. If you look at the picture of the completed kit you will see that there is a chance that the weight might cause the part to twist. Even though it wouldn't break because of the pin, without 2 pins there would be a chance of movement over time.
While the head to neck joint only had to hold the head in place. The head is pretty heavy, so I felt better putting a pin in it for strenght. But the way the joint was cut, I don't think there would be a twisting problem.
Also there isn't a lot of room to work with there. With too many pins in too small a space there is a chance of actually weakening the part, instead of strengthening the joint.

I also used oversized holes to give me enough wiggle room to actually get things lined up. No matter how well you measure, chances are it still won't be exact. So you are better off making your holes too big so you can get everything lined up just right.
I filled the holes in one piece with 2 part epoxy putty (which I think creates a much stronger bond than super glue) then inserted the pins. I then let that set up.
Then I filled the holes in the other side, spread a little glue on both halves and held them together until they set up. This is where a lot of people prefer super glue. Because it sets up much faster. I prefer the expoxy though, because I have time to adjust where the pieces are and get the perfect alignment I am after.

On this kit I used pieces of 12 guage copper wire. Mainly because I had some handy. But you can use almost anything that is rigid and fairly strong. Threaded rod is really good, as it gives the glue something to really grab on to. A lot of people also use coat hangers. It doesn't really matter as long as it works for you.