For example, can an artificer create a wand of personal weapon augmentation, and, if so, must the artificer make a Use Magic Device skill check to activate that wand?
No.
While an artificer must use a Use Magic Device check to operate even a Wand of Light that he creates (confusingly), for the purpose of creating magic items the distinction between infusions and spells only seems to matter when an infusion which shares a name for a spell is placed into a spell completion or spell trigger item.
An artificer cannot automatically use a spell trigger or spell completion item if the equivalent spell appears on his infusion list. [ECS p.31]
That is, if an infusion and a spell share a name and function (like the example of light), then the artificer cannot automatically use a spell trigger or spell completion item.
However, keep in mind that a wand of personal weapon augmentation will still take a minute to cast if the table is using the Rules Compendium's update to the activation time of wands - if not, then allowing the artificer to reduce by 90% his infusing time for a very commonly used infusion would both allow the artificer to more effectively set up ambushes and also allow him to adventure more confidently. Many of the infusions from the artificer's list take at least one minute to cast, so it could make quite a bit of difference to certain challenges if the Rules Compendium is used.
What does this means for an artificer that wants to create and activate magic items directly incorporating infusions?
Ignoring for a moment wands and scrolls, a creative artificer could create a Tab of Personal Weapon Augmentation, standard action to activate, usable 3 times per day, and distribute those throughout his party. Whilst an artificer is held to certain standards regarding the usage of spell completion and spell trigger items, no one in his party is, and none of the limitations regarding infusions limit their eligibility as possible magic items. Indeed, in lieu of a specific rule regarding magic items, infusions "function just like spells and follow all the rules for spells[.]"