One major problem, the little parts joining the arms and legs easily break and reduce the strength of the joint and make your model floppy (Please be care full when pulling apart). This can be easily fixed with thick plastic cement and a small amount of two part putty to make the joint stiff again...
I have a couple snap-assembled HGUC Z'Goks and I really can't recommend using any kind of glue or filler to tighten those joints... here's why...
Basically, while each ball socket on the Z'Gok looks like it's made of one part, in fact it's made of two: the first part is the ball socket itself, and the second is the armor piece that goes on top of it. The armor "cuffs" that go over the ball joints aren't just decoration, they actually put some tension on the ball sockets, helping the sockets to conform to the shape of the ball and put pressure on it so that the joint can hold a pose.
The problem with this design is that, if the tension is too much, it can cause the "cuff" to crack, messing up the kit's looks and causing the joint to get floppy. If you get a floppy joint and then try to re-tighten it by adding filler to the inside of the ball socket, that'll translate into more pressure on the inside of the cuff - you'll wind up back where you started, only worse - a floppy joint and a broken armor part.
If you want to tighten up the joints you need to do it in such a way that you're not putting more stress on the cuffs. It might be possible to bind the outside of the joint part with wire to hold the tension - but it seems like once you do that you won't be able to separate the ball from the socket any more. <shrug> I don't know, really...
