I give instructions in most of my toy patterns for knitting the limbs onto the body.  This has the advantage of achieving a seamless finish without sewing but it can sometimes be awkward, particularly when there is only a small number of stitches being worked. 
When I can't knit two parts together I use this method of attaching limbs by sewing them on, it is based on grafting which typically joins two sets of live stitches without making a seam.

In the pictures below I am joining the tail of my Tubby Tabby to the body.  The tail has 18 stitches all round, 9 on the top and 9 on the bottom.  I am working both the top and bottom together for speed but you could work only the top then turn the work over and work only the bottom for an truly seamless finish.  
The stitches will look like a row of knitting when they are completed and since I want my stripes to always be two rows high I have unpicked the last row of yellow knitting in the tail so that there is only one row of yellow stitches on my needles.  I will complete the sewing in yellow and will be picking up orange stitches from the body.
1.Mark the stitches you want to join the tail to.  I like to use a thin dpn to do this but you could use waste yarn or a safety pin.
2. Set up the stitches you wish to join. Hold the piece with the last worked stitch furthest away from you and using a needle bring the cut working yarn through the first stitch on the closest needle purlwise (i.e. from the back of the work to the front).
3. Draw the yarn through the rightmost of the body stitches from right to left as shown.
4. Bring the working yarn through the tail stitches knitwise (i.e. from the front of the work to the back) and drop these stitches from the knitting needles.
5. Bring the working yarn through the next two stitches in the tail purlwise. (This picture shows two completed stitches).
6. Repeat steps 3 - 5 until you have used all of the stitches.
7. Turn the work around. The working yarn will be on the right hand side and will come out of the rightmost stitch. Pick up the appropriate body stitch from right to left.
8. Pass the yarn from left to right through the next tail stitch. 
9. Pass the yarn again from left to right through the next body stitch.
Continue to repeat steps 2 and 3 till all of the tail stitches have been picked up. 
It will look like the picture below when you are finished, as you can see, it's not as perfect as the top side of the tail but it is a very neat, strong join.
Here is a handy cheat sheet you can pin or print.
Let me know if you find this useful or if you have any suggestions by getting in touch via the About & Contact page.

If you like this tutorial you can show your appreciation by:
Thanks!