I usually use a variation of mattress stitch in that I pick up the bars on the vertical stitches of the sweater and the two sides of the stitches on the sleeve. I usually start at the top of the sleeve and work my way down to the armpit on each side so if any easing has to be done any extra stitches are in the armpit.
Attach the sleeve to the sweater at the top, bottom and sides with a pieces of yarn tied in a bow to hold them together to hold them in place. Pins will slip out of place.
Hope this gets you through. We'd love to see a picture when you're done!