HEADWINDS AND A MISSED APCH CAUSE SMA TO DECLARE MINIMUM FUEL.

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CALCULATIONS OF OUR GNDSPD ENRTE INDICATED THAT THE WINDS ALOFT WERE ABOUT 10 KTS STRONGER THAN FORECAST REDUCING OUR GNDSPD BY 5-10 KTS. TOTAL TIME FOR THE FLT WAS CALCULATED TO BE ABOUT 3 HRS 35 MINS; STILL LEAVING NEARLY 1 HR RESERVE. WE CONTACTED ENRTE FLT ADVISORY SVC AROUND THE MIDDLE OF THE FLT AND RECEIVED THE FOLLOWING WX FOR PIT; WHICH IS 20-30 MI NE OF WHEELING: MEASURED 800 BROKEN 1500 OVCST 5 MI LIGHT RAIN AND FOG WIND 190/10 KTS. THE WX WAS COMFORTABLY ABOVE THE MINIMUMS FOR THE ILS RWY 3 APCH AT WHEELING. MOREOVER; ABOUT AN HR LATER; PIT APCH GAVE THE FOLLOWING WX RPT FOR WHEELING TO ANOTHER ACFT: WHEELING 500 SCATTERED 15000 OVCST. NOTE THAT THE CEILING RPTED BY THE CTLR WAS 15000. BASED ON THE WX WE GOT FROM ENRTE FLT ADVISORY SVC AND THE CTLR'S RPT; I WAS NOT CONCERNED ABOUT OUR FUEL SIT SINCE WE WOULD STILL HAVE 1 HR RESERVE. ABOUT 50 MI FROM WHEELING; OUR GNDSPD DROPPED FURTHER. IT BECAME OBVIOUS THAT WE WOULD NOW HAVE ONLY 45 MINS RESERVE AVAILABLE AT HLG. THIS WOULD NOT HAVE BEEN A PROB IF NOT FOR THE NEXT DEVELOPMENT. WE WERE BEING VECTORED BY PIT APCH FOR THE ILS RWY 3 FINAL APCH COURSE. WINDS WERE FROM THE SW AT 20-30 KTS (AT ALT). WE WERE VECTORED ONTO THE FINAL APCH COURSE JUST INSIDE THE OM AT 3000 FT. THE GLIDEPATH INTERCEPTS THE OM AT 2500 FT! BECAUSE WE WERE: 1) AT LEAST 500 FT ABOVE THE GS TO START WITH; 2) INTERCEPTED THE FINAL APCH COURSE INSIDE THE OM; AND 3) HAD A STRONG TAILWIND; WE WERE NOT ABLE TO GET DOWN BEFORE REACHING THE ARPT. FOR SOME REASON; THE MM DID NOT OPERATE. WE STILL HAD ANOTHER 15 SECONDS LEFT ON OUR STOPWATCH WHERE THE TWR ASKED IF WE HAD THE ARPT IN SIGHT. I REPLIED 'NEGATIVE.' THE TWR THEN TOLD US THAT WE JUST FLEW OVER IT. I IMMEDIATELY EXECUTED A MISSED APCH. AT THIS TIME; WE HAD 45 MINS OF FUEL AVAILABLE; AND I DECLARED A 'MINIMUM FUEL' SIT TO PIT APCH. I ALSO REQUESTED APCH TO VECTOR US APPROX 5 MI BEYOND THE OM SO THAT WE COULD GET ESTABLISHED PROPERLY. THE REMAINDER OF THE FLT WAS UNEVENTFUL. PIT APCH GAVE US A BETTER VECTOR AND I PERSONALLY FLEW THE APCH TO MINIMIZE ERRORS. ONCE AGAIN; ON THIS SECOND APCH; THE MM DID NOT COME ON. WE BROKE OUT OF THE CLOUDS APPROX 1000 FT AGL; AND CIRCLED TO RWY 21 TO LAND. IN RETROSPECT; IT SEEMS WE HAD 2 PROBS; NEITHER OF WHICH BY THEMSELVES WOULD HAVE BEEN NECESSARILY FATAL BUT THE COMBINATION COULD EASILY HAVE BEEN DISASTROUS. THE FIRST PROB WAS THAT WE ENDED UP LOW ON FUEL DUE TO STRONGER HEADWINDS. THIS WAS COMPOUNDED BY THE SECOND PROB. BOTCHED ILS DUE TO THE REASONS (3) I MENTIONED EARLIER. WE HAD 20-25 MINS OF FUEL REMAINING WHEN WE LANDED AT HLG; WHICH IS TOO CLOSE FOR COMFORT. IN FUTURE; SUCH SITS CAN BE AVOIDED BY LNDG AND REFUELING WHENEVER IT APPEARS THAT YOUR RESERVE WILL BE COMPROMISED. IN OTHER WORDS DON'T PLAN ON USING THE RESERVE. SECONDLY; CTLRS SHOULD TRY TO VECTOR ACFT A SUFFICIENT DISTANCE OUTSIDE THE OM SO THAT THE ACFT CAN BE ESTABLISHED ON THE LOC (AND PREFERABLY THE GS) BEFORE REACHING THE OM. CTLRS SHOULD NOT PLAN ON 'KAMIKAZE' APCHS. FINALLY; THE TWR CTLR MUST BE COMMENDED. HIS QUERY ABOUT OUR HAVING THE ARPT IN SIGHT WAS VERY TIMELY. EVEN THOUGH WE WOULD HAVE EXECUTED A MISSED APCH IN ANOTHER 15 SECONDS; WHO KNOWS? MAYBE WE WOULD HAVE HIT ONE OF THE FAMOUS WV HILLS BEFORE THEN.