I think it would be better to deal with the problems wiht glue object.
I mean, if you take your character model, import it beside your gun in a modelling package, you could scale the gun to the correct proportions and use that. Then the gun should be the right size when glued onto the limb.
For a FPS view though, like the classic behind gun view - I would strongly advise just having it all as a single, animated model, with hands and everything. It's just not the done thing to glue a gun model to a hand in a FPS view, that's strictly for full character models. It makes sense, because then you have the chance to make the animations totally custom for each gun, make it much more authentic.
Even if the hand and gun models are seperate, you'd still never animated them seperately. For instance, you could export the animated hands and gun seperately, as 2 seperate objects, but with the same animation and bone structure. There's probably little use for that though, unless you are using seperate shaders.
If you have to be able to switch guns and arms around, like if your playing as different characters, then I would look into an alternative animation method like Enhanced Animations - which would allow you to replicate and control the animation - you might use the same bone structure for each set of hands, then you could use the same animations every time. It might be a bit clunky to have lots of variations of arms, so using enhanced anims would cut that down (just 1 record of the animation is needed).
