One Wheel
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I bought a Wuque, cleaned it, lubed it, and did a few hundred solves with it. However, I can't do the 3x3 stage as fast as with a 3x3 (~5 secs slower). Did I not set it up correctly, am I not used to turning a 4x4, or will a 4x4 never be as easy to turn as a 3x3?
You have to be more accurate turning on larger cubes. Because there are more pieces corner cutting is reduced and friction is increased. I would say as far as increasing time for 3x3 stage by 5 seconds, it depends on how fast you are at 3x3. If you can solve a 3x3 in 10 seconds but it's taking you 15 on the 4x4, there's something wrong, but I'd guess that anywhere between about 35 seconds and a minute for 3x3 adding 5 seconds is about what I'd expect. Unless you're counting parity in the 3x3 stage, in which case 5 seconds is probably low.