What did you put on your wings?
Sprinkle one side with a light layer of cajun spice, and put them on a broil pan with the spiced side up. Cook them until it's time to turn them over (sorry, I don't recall how long this takes), and when you flip them, season the other side with cajun spice. They won't have too much flavor, and they'll be crispy if you cook them long enough.
As for wing sauce, I use pretty much whatever is on hand. I've got a gallon of Frank's Red Hot, so I use that as the main hot sauce part of the mix. I'll take a small sauce pan, and start melting a good deal of butter in it. I try to add sweeteners to the butter to give it a good flavor, but these vary depending on what we've got in the fridge. I'll use anything from honey to orange juice, to citrus sodas to whiskey or wine. Anything that I think might give the sauce an interesting flavor. While I've got that mix heating, I pour in a bit of the Frank's to the point where the sauce is a light reddish/orange when it's all mixed up. At this point I taste to make sure it's not too buttery or anything, and from there it's a pinch of this and that until I've got the right flavors. I might add more hot sauce, I might add more sweetener. One thing about using Frank's though, is that it'll give you a strong vinegar afterbite to your sauce. I usually counteract this by pouring sugar into the sauce until I've taken a bit of the vinegar bite off of it. If this leaves the sauce without too much heat, I'll add in a drop or two of a habenero sauce I've got to bring the heat back without the vinegar shit.
I constantly get compliments on my wings from whoever tastes them, and they never quite taste the same twice due to the wide variances in my sauce. Experiment away!