Quoted:
How do you make Buffalo Wings? Call up The Anchor Bar in Buffalo and have them ship wings out to you: http://www.anchorbar.com/store.php
The invented the Buffalo Wing. If you're going to have wings you might as well have the real thing.
Edit: If you're going to do it, order the Suicidal wings.
That.
Anchor Bar's recipe is hands down the best one I have tasted:
Anchor Bar recipe
I seem to have misplaced my original copy, but the one above looks damn close. Google is your friend.
Frank's and Pete's ready made sauces are pretty good too when in a hurry.
Buy a deep fryer and follow directions for wings. Basically, max heat for 15-18 minutes (I like mine well cooked and crispy).
It's a lot of work to make from scratch. As others have stated, find a good place that delivers if you're a junkie.