One technique I found works quite well is to simpy draw the stick man with the pen tool and then apply stroke on the layer. You have to then manually keep an eye on the lengths on limbs etc, but for certain jobs it's a really quick way of working.
To get walking I'd suggest getting a walk cycle like these:
http://images.google.co.uk/images?hl=en&client=firefox-a&rls=org.mozilla:en...
just put it on a layer behind and animate to that.
Alternatively, video someone doing the actions and use that.
The advantage with using stroke is that all your lines will always be the same width.
