I agree with Robin-- up to a certain point. That point is when the gap is not uniform, really wide, or in a complex shape where even a riffler file won't work. Sometimes a dab of filler is the best way to tackle the gap. In those cases I use the styrene method, but I also us putty. I know lots of folks like Aves filler, Acrylic plastic putty, even cyanoacrylate (super glue) gap filler. At one point or another I've tried them all, including good old Elmer's white glue, some of the acetone based wood fillers (they usually contain some form of powdered wood dust), and Kit Industries Porc-a-Filler ( in my opinion this is the best all around filler, but you can't find it anymore-- it's designed to patch porcelain sinks, bathtubs and toilets, but it's solvent based and very fine grained). In the end, my four "filler" standards are Bondo Red body putty (available in any good auto parts store), Tamiya white and gray putty (Hobby Lobby or Hobbytown or any good LHS), and Gunze's Mr. Surfacer 500 (for really small gaps). All of these are very fine grained, last a long time in the tube/container, are easy to sand, can be thinned, and don't shrink or form pits as they dry.
Having said that, I'm with Robin-- I use Evergreen styrene strip in various widths and shapes to fill gaps wherever possible. I also glue the wings to the fuselage of aircraft before assembly wherever and whenever possible, and I check parts fit and reduce "high spots" to get as close to perfect fit as I can before gluing. It's much better to have a tight seam than it is to have to try and hide a gap with putty and paint,but sometimes it's unavoidable, especially with some of the limited run kits. Have you seen Paul Budzik's guide to fine scale modeling? It's worth a look, and he has the best collection of modelling videos in one place. Paul likes to use dental filler for putty (he's a dentist and can get it) but you don't need much putty if you use Robin's method. http://paulbudzik.com