Having been a seamstress for some 40 years now, and having tried my hand at making Barbie clothes, I think there may be a few things I could impart.
The major hurdle in making clothing for your action figure is the scale. The next one is the lack of patterns available for making the clothing. If the figure is around 11" tall, about the size of Barbie and GI Joe, there are patterns available from the Big 3 pattern companies, Simplicity, Butterick/Vogue, and McCalls. Not many, however, are suitable for action figures unless Wolverine is going to a wedding.
Patterns for the clothing aren't too hard to make. The fewer seams you have, the easier it will be, so instead of trying to make a separate sleeve, you'll want to cut the top all in one piece. The easiest way to do that is to take a sheet of paper, tissue paper works best, newspaper is cheap, but regular paper will work and make a sturdier pattern if you intend to make more clothing.
To make a top for the figure, cut an X in the center of the paper just big enough to get the figure's head through. Once the paper is on like a sort of serape pull it close to the figure at the front and back and mark on the paper how long you want the top to be. Don't make it too short, you can always make the garment shorter later, and it will be easier to work with a larger piece of fabric.
Once you have the length of your garment, cut the paper off about 1/4"below where you want it to end. This will be your hem allowance so the garment doesn't fray. Tape the paper to the figure front and back so it doesn't move while you mark the rest of your garment.
Next, hold the paper against the arms of the figure and mark how long you want the sleeves to be. A short sleeve should be marked at the elbow and a long sleeve should be marked at about the wrist. Again, leave 1/4" for a hem allowance and cut the paper off at that point. A tip: mark the short sleeve length, but do not cut there. Mark and cut at the long sleeve length. You can use the same pattern for a short or long sleeved garment by just folding the sleeve part up to cut for the short sleeve. That way you only have one pattern piece to worry about. If you want to make items with a front opening, fold the paper in half front to back, and mark the center front.
You'll end up with a square or a rectangle the length and width of the fabric piece you'll need. Fortunately, you can get away with buying remnant pieces at your fabric store, or you can even cannibalize your old clothes for the fabric you want. Keep in mind that the smaller the item you're making, the harder it will be to try to get the fabric to lay the way you want it. Think of folding a piece of paper in half 8 times. That paper gets pretty darn thick and impossible to fold that last time. Thinner fabric will be much easier to work with on these minute articles of clothing and you can find fabrics in the same colors and textures you need. If you want a center front opening, cut through both the pattern and fabric along the line you marked earlier.
Cutting the under arms may be a little tricky because you'll need enough room at the underarm to get the figure's arm through without tearing it or breaking the figure, but you don't want so much that it looks like a tent, either. There's one way you can get around it. Cut your fabric the size of the pattern piece and cut the same X in the center. Once the fabric is on the figure, you can pin it as close as you want. You may even want to hand baste the fabric where you intend to sew. Once it's pinned or sewn, take it off the figure. If it doesn't come off easily, see if you can work it off gently. If you can't, you will need to move the pins or re-sew the basting line farther down from the armpit. Remember you can always make the garment smaller, but once it's cut, you're stuck with that size.
At this point, also mark where you want the neckline and cut 1/4" away from that mark to leave a seam allowance. Another tip: turn up, and sew, your sleeve hem. It will be easier to do it while it's flat than if you try to hem around that tiny armhole.
Once you have the garment the size you want, either hand- or machine-sew the side seams. To finish the edges, you can either turn the hem under 1/4" or you can line the garment by making another piece out of the same or contrasting fabric, sew them with right sides together along the hem, front, and neckline, and turn it inside out. Make the lining without sleeves so you can turn it through the sleeve hole.
To finish the garment, I'd recommend those tiny snaps to close the garment. You'll have to do some tiny sewing, but it'll close the way you want it to. Not sure which side goes over which in a front closing? Look at your own button-front shirts. Male closes left over right, female closes right over left. If you want to add buttons, you won't be able to make holes tiny enough so use the snaps and sew a seed bead over top that's the color of button that you want. If you're really adventurous in sewing, you can make tiny little pockets to sew on, but if it were me, I'd just use tiny stitches to outline pockets without messing with the real thing.
If your action figure is too small to deal with clothing the way I've described it, you can use the same pattern concept, but instead of all the sewing, you can line the edges with Fray-Check. Once the stuff is dry, put it on the figure. If the clothing will not be removed again, you can use Fray-Check to tack the garment to itself to keep it closed on the figure and add any embellishments you like.
Narrow ribbons make good belts, and embroidery floss in the right color will look like rope. With the right accessories, your action figures will look darn near alive!