Marinating: The first thing you will need to do is place your chicken wings in a marinade or a sauce 30 minutes before grilling, but if you don't have the time, you can coat the wings in the sauce just before cooking. It is not important to marinade your wings hours before as there is no major benefit. Make sure you keep a little bit of the sauce or marinade available for when you begin grilling as you can baste the wings while they cook.
Grilling: Pre-heat your grill to medium temperature; make sure you don't cook on high since a lot of fat will drip off which can result in fire flare ups. Also, make sure you keep a portion of the grill 'meatless', so if a fire flares up you can move the cooking wings to a safe spot.
Place your chicken wings on the grill, and rotate every 3-4 minutes. It should take 15-20 minutes to fully grill your chicken wings to perfection. The first few times you rotate your wings, baste them with a little bit of whatever marinade or sauce you choose to use. The good thing about cooking the wings on medium temperature is that you don't have to worry about sugary sauces burning and ruining your chicken.
Once you've grilled your chicken for 20 minutes, remove one wing and cut it open. Verify there is no pink meat, and that the juices are clear and not bloody. If the test wing looks good, remove the rest of the wings and serve immediately! Wings are best served fresh off the grill!