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So I was attempting to put together a SM using blu-tac rather than glue as a way to "preview" what he would look like after I'd put it all together. However the blu-tac isn't working very well as it does not stick so well to the plastic.
I was wondering if there are any alternatives you can suggest. I'd rather not do any wire pinning as I lack a drill atm.

*Edit* I would upload a photo but I only have a phone camera which simply destroys all details so it's kinda pointless :\

Bluetac or pinning is your best bet.

If your blue tac isn't sticking as well as you would like, work it in your hands a bit and heat it up, do that for about a minute and it will should work a little better.

I Use 3M poster tack which i belive is just another name for blu tack, i have also used a VERY small dot of cheap super glue because i can tack it in, look at it from all angles and it just pops off with the slightest bit of pressure.

When i did this for my ork boys, i used a really small amount of super glue, it just comes apart again with minimal effort

I'll second the superglue suggestion. Just use a tiny little dot, but it is really easy to pry off.