Trouble with Baked Chicken Wings
The key to oven-cooked chicken wings is, basically, don't rely on the oven to do all the cooking for you!  It won't get them anywhere near crispy enough.  Bake too long and they'll dry out, too short and they'll be soggy.  You can't win that way!

Here's how I prepare "baked" chicken wings.  Once I learned this preparation method I never went back, not even to frying!


Pull out your steamer or steaming basket.
While your steaming apparatus is coming up to temp, split and trim the wings as you normally would.
Steam the wings for 10 minutes.  Don't crowd them - make sure you allow for proper airflow.  Steam in batches if necessary.
Get out a cookie sheet and cover it with something to catch any drippings (paper towel is fine).  Then put one or two oven racks on top and lay the steamed wings on that.  You need this to allow the grease to fall, and you need the cookie sheet covered below the rack because if you let those juices fall directly onto the sheet, they'll boil and burn during the baking process and leave a nasty bitter taste.
Season the now-moist wings on both sides (while on the rack, on the covered cookie sheet).  A liberal amount of salt and pepper is the foundation.  For general flavour, I generally add garlic powder and paprika as well.  If you like a smokier flavour, substitute smoked paprika, and if you want hot wings, add some ground hot pepper or chili powder (I like to use approximately equal amounts of cayenne, ancho, and chipotle).
Place the entire rack as-is in the refrigerator and cool for at least one hour.  This is crucial, it will help to "set" the wings, locking in the juices and seasoning and making for a much crispier and juicier result at the very end.
Preheat the oven to 425° F (220° C).
Remove the rack from the refrigerator, remove the paper towel covering the cookie sheet (don't forget to do this!), and place in the oven.
Bake for 20 minutes, then turn and bake for another 20 minutes.  It may seem like this is going to dry them out.  It won't.  It will crisp them up perfectly.  You'll see.
While you're baking the wings on the second side, start making the sauce.  Your basic hot wing sauce (which should be hot "enough" but still tolerable for most palates) is equal amounts of Frank's red hot (not the wing sauce) and melted butter.  The butter serves two purposes; it cuts some of the heat (for those who can't stand it) and it helps to bind the sauce to the wings when you mix them, helping to bring together all the flavours and prevent sogginess.  For more heat, just up the ratio of Frank's to butter.
Add your own twists to the sauce as you like; I like to do this with additional garlic &amp; smoked paprika, sage, brown sugar, Worcestershire sauce, and a thickener (usually corn starch).  But that's just one of a thousand recipes; some people stick to the basic hot sauce, other people add an Asian twist... this is entirely up to you.
Make sure you've got the sauce up to a nice smooth emulsion and then toss the wings and sauce together.
Serve with chopped carrots and celery, blue cheese dip, and plenty of beer.