It depends on the orientation of the pieces and the size of the gap. I'll sand with needle files where I need to remove some material for a better fit, but for a simple join where two pieces come together with a small gap (on the scale of <1mm or so) I'll plastic weld the pieces together. If I'm using ABS, I'll do an acetone glue to hold them together, then plastic weld. If it's PLA (like the pieces in my videos so far) I'll glue them up with some CA glue (or tack them together with hot glue) then plastic weld. If I need to smooth the bead after welding, I use an old woodburning tool with a flat blade tip to smooth it out.
For plastic welding, I put a short piece of filament into my dremel and use that. It's a pain to constantly have to replace the filament, but it works. I'm considering picking up a 3Doodler pen or something similar. I had thought about making a tool that would plastic weld easier, but those 3d printing pens seem like they'd work pretty well.