Restaurants and bars deep fry theirs, which is way too messy to do at home, as well as introducing unneeded extra fat and off-flavors. The secret,a s with the turkey I did last Thanksgiving, is to steam your wings first, to get rid of excess fat, and then bake them at a high temperature to crisp up the skin.
Start by trimming the wings. Clip off the tip, and either toss it or save it for soup stock. Then cut through the remaining joint.
The easy way to do this is to cut through the skin, and bend the joint backwards, so it pops open, as above. Then it's an easy matter to cut through the remaining connecting bits.
Steam the wings for 20 minutes. I used my Chinese steamer, but you can use a rice cooker, a pot with a steamer basket, or whatever you can improvise.
Put the steamed wings in the fridge for an hour to chill. This help insure the skin will crisp up nicely.
Place the cold wings on parchment paper or (better) a wire rack over a cooking sheet, and bake at 450 for 40 minutes, turning the wings over halfway through.
Toss the cooked wings onto a rack or paper toweling- but don't leave them on the towel for too long or they'll get soggy.
You can serve the wings with any dipping sauce of your choice, but the traditional Buffalo recipe is to toss the hot wings with a spicy butter and garlic sauce:
Melt 1 stick butter
Add two cloves chopped garlic
Add 1/4c your favorite hot sauce
Toss with wings and serve.