First, put them in a pot of water and bring to a boil. This removes the fat, but leaves the flavorful skin.
Melt some butter in a cast iron skillet, and mix in your favorite sauce to coat the wings. More butter = less heat; Less butter = more heat.
Once you remove from the water, there are several different ways to cook them: You can bake them in the oven, deep fry them, or grill them.
You coat with sauce before and after cooking, whether you bake, fry or grill.