As said, they come with shields. I have many Xyston figures, including Carthaginian spearmen, along with quite a few other types. Their argive shields have cusps on their backs, which allow them to be fixed around the wrist - similar to a porpax. Other shields, which were held centrally, such as Romans, Samnites, Gauls, etc. have a small hole in the centre, into which you can wedge the knuckles - again similar to how the shields were actually held!
More important than historicity (which you can't really see much anyway!) is the increased contact area between the shield and hand/arm, which makes the bond stronger. I have initially used two-part epoxy, but have returned to the (much easier) superglue. Shields will come off only if roughly handled, but are just as easy to put back. The vast majority of the time though, they just stay on - and it does help if your elements are comprised of densely packed spearmen, which protect each other. I have some Corvus Belli Carthaginian Spearmen too and Xyston shields definitely stay on better.
Gluing can be a bit of a pain, especially if you are putting together a large army including a couple hundred figures. It does allow you better access to the figures' torsos, but this is only really useful if you want to paint them to a high standard. Okay, it may help a bit when undercoating with spray too... On the other hand, it does allow you to paint the shields quicker - you just line them up on a stick using blue-tac and away you go. This is even more true when you use sprays or airbrush. I found this speeded my shield painting a lot when I painted in lots of 50-100. Of course, you can then easily mix various colour shields on each base.
One more thing, the shields tend to take transfers well - both LBMS and VVV ones. It also helps that they are larger, making them easier to handle. I usually stick mine on the figures before attaching transfers though - there's nothing more irritating than getting the orientation wrong (which is easy to do on round Argive shields)