If you really want to get into working with brass models, a good investment would be a resistance soldering outfit. This will allow you to add or remove details easily and neatly, and also to repair any poor soldering done by the original manufacturer.

However, these units are not cheap, so if you're only talking about a few models, you can get by with using ca or epoxy. However, you can do quite a bit with regular soldering equipment, too, if you're careful and plan your work out in advance. My first real attempt was two locos for my friend cn nutbar:
I don't have a photo available of the other loco, but both involved adding elesco feedwater heater systems and the associated piping, along with a few CNR-specific details. I used three different soldering irons: a 25 watt pencil-type, and 80 and 200 watt full-size irons, along with a full-size propane torch. I also used a Micro Flame oxy/butane torch, but had some problems with improper seals, so it wasn't of much use. Another trick is to use solder of different melting points, using the higher temperature ones first.
Regardless of whether you use solder, ca, or epoxy, a good mechanical joint will be a great help, both to hold things in place while you work, and also to make the connection more solid. You can do this by drilling holes where appropriate, or by fabricating clamps from brass wire, bar, or shimstock. Clamps are especially useful for holding pipes in alignment: simply drill a small hole (or pair of holes) where a pipe is to be placed, then after positioning the pipe, insert a short "U"-shaped length of wire in the hole(s), trapping the pipe against the outside of the shell. Twist the wires together on the inside of the body, then glue or solder as appropriate.
You can also use wire to make mounting pins for parts that don't already have them cast in place. Drill suitable holes in both the part and the model, then use your chosen method to fasten a short piece of wire into one hole, then to fasten the part to the model.
I'm currently working on a complete rebuild of an older brass steamer for Mister Nutbar, including frame modifications, complete boiler re-detailing, and a new cab. When I get it finished, I'll be posting some "in-progress" photos, but not a "how-to", as I continue to learn as I go along.

:-D
Wayne