Half post right now, just to prove (to myself) that I care about this thing:
What we do, as artists, is to create.  Now, that may seem basic, but let me elucidate: We create scenes, we create people.  You paint a Warhammer unit, and you are creating a regiment of soldiers.  How do you want them to look?  Do you want them to look spotless, fresh from the academy, or do you want a unit of veterans?  Do you want them to be marching across green fields or through a muddy urban slog?  These thoughts alone will inform your decisions when painting, and will make your miniatures stand out.  I'll update with some images, but for now, here's something from WoW.

Look at that center screw (OK, it's half-hidden by a canopy, but still).  It makes no sense whatsoever.  How would some goblins even screw that thing in?  The truth is that it doesn't matter.  Does it fit the scene?  Does it add some interest to an otherwise flat bit of scenery?  If yes to those, then the 'why' gets ignored.  It -feels- like it belongs, therefore it does.
Again, miniature examples coming soon.

P.S.: For those of you who fell into the thought that I used to, that you're a hobbyist and not an artist...cut that shit out.  You turn molded plastic into a still frame from a story that you're writing.  You're creating artwork.  Maybe it seems rote, maybe it seems like you're painting by numbers and not creating something new, but you're doing yourself a disservice.  Miniature painting is an art.  You're an artist.  Abandon your preconceptions of what an artist is and just dive in and make something.