I now use magnetic bases for all my figures. It makes them easy to store and also gives strength to a relatively thin base. I use Magnetic Display's thinnest adhesive backed sheets, cover them with thin card or even just paper and cut them to size. I then paint them with a rough coat of Coat d'Arms Goblin Green, making sure to paint the edges as well as the top.
The front rank figures of this unit were painted and mounted before I began the second rank. I chose the rear rankers so that they fitted in well with the rest of the unit
I use wood filler to build up the bases.
It is important to use a light water based filler rather than a heavy duty solvent based one.
In the UK the best is Ronseal Multi Purpose Wood Filler in natural pine. When I lived in Canada I used Lepage's wood filler and it was better and easier to use than what you get in the UK.
Before mounting the rear rankers I fill in around the backs of the front rank figures in areas it will be hard to reach later. I apply the filler thinned down with water using a combination of a tooth pick and old brush.
The rear rank figures are then glued into place using white glue.
Mounting the figures
Another basing tutorial with 28mm cavalry miniatues may be found on the legio-wargams blog