For arms and stuff like that, you can try "cylinder from view". Generally, just try to unwrap each piece separately, and try all the standard methods (unwrap, project from view, cylinder from view, etc.) to see how well it turns out, and then combine the pieces. I don't really like smart projections because it tends to break up the parts, which makes the texture less continuous. None of the methods are universally better than any other, so you have to figure out which one applies best to the shape you're unwrapping. Also, of course you can always re-arrange the vertices on the UV map after unwrapping if all else fails.
