Cutting: To start out with, buy some chicken wings. You'll want a lot, so it's best to buy them in "family packs" or large bulk packs. You can buy chicken wings already cut up or whole wings and do the cutting yourself. If you don't mind the time and the cutting it can be cheaper to buy them whole. Cutting chicken wings is easy once you get the feel for it. Start by holding the wing at the base upright. Spread it out a bit and with a knife slice gently in between the bones. If you softly move the knife around you'll find the easiest way through. This way you don't splinter the bones. A little practice and you'll fly right through them.
Grilling: As difficult as it might sound, grilling is about the best way to cook chicken wings. Grilling allows the fat to drain away and gives you a nice, crispy wing without a lot of excess fat. Of course the real challenge in grilling chicken wings (beside them falling into the fire) is flare-ups and burning. To resolve this keep a medium flame. You don't want too high of a temperature. You will also need to turn the wings frequently to avoid burning. It will mean standing by the grill, but you can cook a lot of chicken wings in about 15 to 20 minutes.
Sauces and Marinades: Since you will need to pay some extra attention to you wings while they grill you can afford to use sauces that could normally cause burning. When it comes to chicken wings it's best to apply the sauce before or early in the cooking time. Marinades don't add a lot to wings. When grilling chicken wings you will want to turn the wings every 3 to 4 minutes. It is also a good idea to keep a portion of the grill clear in case of a flare-up that requires you evacuate your chicken wings to another location.
Finishing Up: A large batch of wings should be on the grill for about 15 to 20 minutes. As always with poultry overcook, don't undercook. Test your chicken wings when they are getting close by removing one and cutting it open. There should be no pink inside and any juices should run clear. Wings are best served hot from the grill so plan everything ahead to get it done on time.