You might be getting some decent results with it, but GW superglue is widely regarded as one of the worst you can get. :p Dunno what other brands you can get 'where the birds sing a pretty song and there's always a song in the air', but even cheap pound shop/dollar store superglue is often better.
Second what Mitch says about a mechanical join. I still go by what I read from Ebob ages ago - the tighter and more flush the join, the stronger the grip of the superglue. Not so easy with the joint surfaces and casting of some minis, particularly widely-cupped hands and skinny wire spears. The trick is to file surfaces down stick some putty between the parts.
I don't know if it's better to seperate the parts immediately or keep them together as the putty cures. (latter can be trickier!) In any case the putty creates a mould negative and an extremely flush fit for the superglue to act on. Ebob recommends breaking components apart, gluing both sides of the cured putty filler, but that might depend on circumstances. Wire in a hand might be fine with one.