I do them two ways on the Weber. And, I do them on the 22.5 and the Smokey Joe.
If I want Buffalo-style wings, I grill them over direct heat. Use the lid, keep the temps in the 300-350 range. When they are done, I sauce them.
If I want them smokey, with no sauce, I do an indirect cook. I aim for about 250 cooking temperature. I Use a probe thermometer and pull them when they are about 180. It takes about an hour.
I don't smoke them if I'm going to use a full-flavor sauce, like Buffalo wing sauce. What's the point? The sauce overpowers the smoke.
The most important thing is to not let the skin burn while waiting for the meat to be done. Using the lid when grilling on direct heat will keep the flames at bay, and keeping the heat in a reasonable range will allow you to get cooked all the way through, and not burn the skin.
You can always remove the lid at the end if you want to crisp up the skin. Just keep an eye on the wings when you do this. Do NOT walk away to mix another drink. You can go from crisp to burnt quickly if you do not pay attention.
The same goes for drumsticks. I grill drums on the Kettle for camp gatherings, and they disappear. For those, all I do is dust the drums with k-slat and pepper, and grill them -- with the lid on. I turn them regularly.
CD