You seem to be skeptical about a lot of medical things. Glucosamine is a joint lubricant.
Well... Glucosamine is a precursor to glycosaminoglycans, which is a building block of cartilage. The human body isn't normally deficient in glycosaminoglycans, so it's unclear why / if taking a precursor as a supplement should have any positive effect.
I'd be interested to see if these double-blind studies which you refer to were taken over an extended time. Taking glucosamine for a week, or even a month, likely won't yield a markable difference, and I doubt anyone will invest a year into some random study.
You doubt anyone will invest a year into some random study?? Really? So you think medicine is generally tested just for a day or two?
Sorry if that seems a bit "snarky", but that's a pretty... odd... stance.
Yes, the trials do indeed last more than a week. Here's a reference to a large systematic review (review of many trials):
http://blogs.telegraph.co.uk/news/andrewmcfbrown/100053833/glucosamine-supplements-for-arthritis-do-not-work-new-study-shows/The article itself, published in the respected British Journal of Medicine, is available here:
http://www.bmj.com/content/341/bmj.c4675.full Although probably not free if you don't have access through a research institution

Anyway, the trials included have treatment durations of up to
156 weeks.
The study found NO effect (beyond that of placebo / fake pills) for glucosamine, chondroitin, or their combination on joint pain. This lines up well with an older Cochrane Review (non-profit that does a huge amount of systematic reviews) which found no effect unless results from "studies of poor quality" (i.e. improper blinding or other issues) were included, but even then the effect was only "inconclusive".
Perhaps even more interesting, and more damning for the prospects of glucosamin supplements, is another study I read recently (I too have had problems with my knees / ankle recently, so the subject is of some personal interest) where they injected a glycosaminoglycan directly into the knee in order to promote cartilage growth. This should, all things considered, be considerably more effective since it's applied locally and is actually the building block itself instead of a precursor to it.
Unfortunately, that study too found little or no effect on joint pain.
Now, that doesn't mean you should give up on glucosamine. Sure, what you are experiencing is PROBABLY placebo, but:
1) So what? The side effects are minimal...
2) Maybe, just maybe, there is a small sub-group (under-represented in the studies) where glucosamine does have an actual effect. This is completely unproven and pure speculation on my part, of course.
The latter does actually happen, though. One significant recent case was with salt and high blood pressure. It turned out that only a subgroup reacted to increased salt intake with increased blood pressure. For the vast majority (something like 80%), increasing or decreasing the amount of salt in your diet does absolutely NOTHING for you blood pressure. However, if you are one of the 20%, the effect is very real.