I always keep them on the baseplate when I have small subtle movements. Otherwise, the minifig could get jerked around between frames. The only time I lift them up is when they have very large movements because if they get knocked, you won't notice anyway since the movements are so large. Even for walking I keep them mostly on the baseplate.
Instead, I use little tools to help me. For instance, I have a mini screwdriver that fits loosely into the hands to rotate them without disturbing the position of the minifig. Also, I sometimes pry the arms up or down with the screwdriver if its in a really tight area.
Current Project:
The Legend of ZarkScript_
100%]__Animation_
6%]Voices_
65%]__Editing____
5%]February 2010] Follow on twitter!