www.3drender.com has some good tutorials on this. However, if you aren't viewing the hands very close you'd be amazed how many animators do very little to make seemless finger connections.
Asside from the more accurate methods, you can deform small disks on the palm surface where the knuckles would be and then use Draw/ZipSurfaces to make the open end of the finger deform across the palm surface, with the help of the disk. After you tweak it, you don't need the disk anymore. The finger joint will generally stay in place without it when the envelope moves.
Another method is to simply intersect the finger inside the knuckles of the palms. For a character that is doing a lot of movement, you don't really notice the seems. There are other methods, but it really depends on the individual's needs.
This issue is really removed with SubD's, since you would build the finger from the same "mass" of polygons. So, down the road, when you migrate to XSI, this issue will be solved quite easily, so don't kill yourself, unless you feel your work requires a perfect connection.
Just my two cents,
Urp