The following tip requires that you have a lens with a manually controlled aperture and a depth of field scale.

Depth of field becomes very important when taking photos of your action figures and I recommend using the smallest aperture possible, F16 or F22 to ensure that you get the maximum depth of field that the lens will allow.  Use the depth of field guides on your lens barrel to aid you in where to set your focus.  You want to focus on the near and far figures and note the distances by looking at the optimum focus mark on your lens.

This photo shows a close-up of my lens setting for the capture of the German soldier photo.  The optimum focus is at 2.5 feet.  The distance in-between the blue index marks is my depth of field for this image; it was approximately 7 inches.  To arrive at this setting I first focused on GI photo Joe because he was the farthest thing that I wanted in focus; the optimum focus mark read 2 feet, 9 inches or between the 0.8m & 0.9m marks.  Next, I focused on the closest object that I wanted in focus, which happened to be the bottom edge of the U.S. Infantryman's rifle; the optimum focus mark read 2 feet, 4 inches or at approximately at the 0.7m mark.

I then turned the 0.7m mark to be a little inside the right blue index mark.  By looking at the left blue index mark and remembering that the farthest focus was between 0.8m & 0.9m, I could see that I had enough depth of field to have all of my figures in focus.  Keep in mind that the blue index marks represent F16, while the yellow marks are for F11 and the red for F8  - notice the decrease in your depth of field as your aperture is opened up.

If all of the figures in your set-up are not covered by the depth of field scale, then you will have to decide which figures are the most important to the meaning of the photo and set these distances inside the index marks and let the other figure/figures blur.

Keep in mind that there is only one plane that is truly sharp when taking a photo and this is the distance opposite the optimum focus mark on your lens.  The area around the plane of critical focus is considered to be in the range of acceptable sharpness, which is determined by the aperture you use.

You have very little depth of field when you photograph close-ups of action figures, so use the smallest aperture possible (F16 or F22) to produce the maximum range of acceptable focus.