Why do I have such bad luck with superglue frequently?

I have found it very good for sticking fingers together.

For a start, superglue is marketed as almost magic and capable of fixing anything, when in fact it is really only suitable for a limited range of applications - like all glues.

Next, there are any number of different companies making different versions of it that are all slightly different and thus best suited to even more specific applications, or sometimes not really suitable for anything, ie they are crap. So know your glue.

People who use superglue regularly tend to use an accelerator spray that speeds up the drying process considerably.

As for it being weak, perhaps you have too high expectations. In the end it is glue, not a welded joint. The ideal use for super glue is filling in a hairline crack in a piece of wood that is still structurally sound. The glue can wick into the crack, you can sprinkle fine sawdust onto it, spray accelerator onto it. Let it dry and then sand it to an almost invisible finish. On the other hand, if someone has snapped the plastic indicator stork in you car in half, no amount of glue is ever going to survive the forces involved when you turn left.

I have noticed that it does not stick to everything well.  It's weird but, what I do when that happens is, I clean off both surfaces and try again, but this time, I let it dry a bit before I put the two surfaces together.