I use the technique derived from Alton Brown. In my opinion this is a superior way to cook wings over using a deep fat fryer and the final product is super, super crispy wings if you follow the steps correctly. Also the wings will not burn or create any smoke generated in the oven from the rendering of the fat caused by the high oven temperature.
Place a 6-quart saucepan with a steamer basket and 1-inch of water in the bottom, over high heat, cover and bring to a boil (I have used a large covered pot with just an inch or two of water to steam them as well) and discard or save for making stock. Using kitchen shears, or a knife, separate the wings at the joint. Place the wings into the steamer basket, cover, reduce the heat to medium and steam for 10 minutes. Remove the wings from the basket and carefully pat dry. Lay the wings out on a cooling rack set in a half sheet pan lined with paper towels and place in the refrigerator for 1 hour.
Preheat the oven to 425 degrees F.
Replace the paper towels with parchment paper. Roast on the middle rack (I use an elevated rack so there is no contact with the baking sheet) of the oven for 20 minutes. Turn the wings over and cook another 20 minutes or until meat is cooked through and the skin is golden brown.
http://www.foodnetwork.com/recipes/good-eats/buffalo-wings-recipe/index.html
