Stitching crocheted pieces together is often one of the trickiest parts of making amigurumi. Here's how I do it.
If you've used mattress stitch or ladder stitch before, this should look pretty familiar. Otherwise, these resources might be helpful:
http://www.knitty.com/ISSUEspring04/mattress.html
http://turningturning.com/tutorial-invisible-ladder-stitch-for-quilt-binding/