How can I use the wingstick more effectively?
Wingsticks and Advanced Wingsticks are a semi-guided projectile weapon. They feature a lock on, but it seems to be intentionally imperfect (so you don't just play the whole game with them).
I have found that throwing them while the enemy is 20+ feet away usually results in getting the wingstick back and decapitation. When an enemy is too close it will almost certainly get embedded in them or break, lessening your chance of recovering them. If they hit an obstacle on the way to an enemy (wall, rock, whatever) they stand a good chance of breaking first.
With advanced wingsticks, they can hit several enemies before coming back to you. A good throw will result in 2 kills, a great throw 3 kills. If you see any enemies grouped, an advanced wingstick throw can make short work of them if they don't have helmets on. Advanced wingsticks also seem to be able to bounce off walls & such a few times and still have some killing power.
Wingsticks are also probably better than the crossbow for quiet kills, given that there is no zoom on the crossbow.
I hope you found something useful in the above ramblings.