I know this is an older thread, but I wanted to chime in.
I have a few figures myself. (More than I should, heh). Right now, I have this Nagi Sanzenin Nendo sitting on my desk, and the same goes for this Tenshi of Angel Beats! plush, too. I've got others, as well, but they don't sit on my desk. I've got some posters and wall scrolls, too, as well as a couple of other plushes.
I have always seen figures as a way to connect with a series, or a character that I like.
As far as sin is concerned, there are many ones that are obviously blatantly pornographic, and some are less so. Some are suggestive to various degrees, and I admit to owning a few, though I've seriously been contemplating getting rid of them lately as I spiritually and prayerfully search myself.
The ones that aren't either of these, or are only very slightly suggestive shouldn't present much of a problem, though it is possible to conceive of ways to lust after basically anything human (or humanoid, heh). I have a few that could be classified as legitimately pretty works of art, and I don't plan on getting rid of them unless I have to (whether for spiritual, financial, or other reasons). Also, ones like Nendoroids shouldn't much of a problem either due to their cartoonish SD nature.
Ultimately, though it's up to you and God.