It depends on how you like to do things really, and how much time you are willing to put into your minis.
I paint my marines unassembled. This allows me to paint every bit of the model, including the parts while the weapon would normally be in the way.
I cure the glue/paint problem by puting small bits of bluetac on the parts that will be glued. So when I undercoat my minis and paint them, these joints will be untouced.
It however, will take alot longer than just sticking and painting, but meh, I like my minis to be of a fair standard so I'm willing to give them the time.