As far as the glazing or sauce, you might look at some of the threads posted here about the jalepeño jelly!
Speaking of - my neighbor did some wings the other night that were some of the VERY BEST I've ever had! Here is how it went:
1 - Smoke them at 225 with wood of your choice, for approx. 1.5 - 2 hours, depending on the size of the wings. You want the internal temp to hit at least 150. He used an all-purpose chicken rub.
2 - He put a deep cast iron skillet on the gas grill...with about 2 inches of oil in it. (awesome idea - doesn't stink up the house like oil)
3 - Once the oil was really hot, he fried the smoked wings for 5 minutes, removed and drained them.
4 - Here is the key: while the wings were frying and draining, he heated up this mixture in a sauce pan, using the side burner on his gasser (but could be done in the house too, of course) 1 part sweet baby ray's and 1 part some sort of chipoltle jelly. tossed to coat...
I couldn't eat them fast enough.
Of course, just add cayenne pepper to make it hotter. Wish I could tell you the exact brand of jelly, but I don't remember. I'll ask him tonignt at band practice