Scotch Magic Tape works best because you can un-peal it, which means that you can also stick it to bits of the foam that will become your components, then peal it off afterwards. Here's how I do it. I print on A4, then cut around all the components leaving around 1 cm outside them. I take the bits that make up one component, lay them on the foam-board and line up the long edges with a straight-edge (rule). Next, I tape them in place using the magic tape using longish lengths overlapping the edges. I cut out any holes first and then cut a series of shallow slots at the end of the lines where there's a hinge or line that's not to be cut right through. Next, cut around the outside to free the component, leaving the longest line until last if there is one, which helps hold everything in place until the component is free. Finally, using a rule along the slots I marked, I cut the lines that aren't cut right through. I guess you could cut those lines completely before cutting around the outside, but I worry that I won't get so much precision on the depth when cutting through the A4 paper at the same time. I might try it next time to see if it's a problem or not.
When long components stretch over several sheets of A4, I normally do a check on the overall length to make sure it matches components that need to match.
