Smoked wings can turn a generic, fatty wing into something much leaner with a deep rich smokey flavor. All the great wings I like seem to be smoked first and then grilled or flash fried. I can't stand fatty wings and the smoking process really melts the fat off, leaving a thin crispy remnant.
I've marinated wings overnight with my rub seasoning, terrayaki, and other marinades. But just the other day I simply thawed the wings, smoked them, tossed them in Ale Emporium's Hermanaki sauce, and seared them on the grill. They were pretty amazing. All the prior marinated versions all seemed about the same in the end.
Depending on the sauce, you can simply pull them from the smoker, toss them in a sauce and eat. Buffalo Wild Wings sauces could definitely be used this way. Or one of my favorite Buffalo sauce recipes. The Hermanaki sauce, however, changes for the better after the tossed wings are seared on the grill.