First off, where did they come from? Buffalo, New York. The story I hear is that some college guys were home over the holidays, and wanted something to eat. The stores were closed for either Christmas or New Years Eve, so the one asked his mother to make something for them. She looked in the refrigerator and saw chicken wings, Franks(tm) Red Hot sauce, some celery, and some bleu cheese dressing. She figured with guys this age she would make something out of this. So she fried up the wings, coated them with the Franks(tm) hot sauce, cut some celery and served it with bleu cheese on the side. The guys loved it, and later in the holiday they went to their local drinking establishment and got them to make a batch of wings for them. The bartender and cook tried them, agreed they were awesome, the owner figured, 'hey, if guys eat wings, they need beer to cool it down.' and at that, Buffalo Wings were born.
Now I don't know if that was the whole truth, or just one of the many internet stories that grow, but with that said, who but a bunch of guys would think of making what has turned into the only food that competes with pizza on SB Sunday, or for a great guy gathering.
So how do you make them at home? It's so simple, any guy can do it. Get a bunch of bunch wings. Seperate them into the 3 parts, the tip, the drum, and whatever that other part is called. Throw out the chicken tips (my mom, or most professional cooks might keep the tips to use to make stock or broth) Deep fry them until they are cooked through. Get a bowl, put the wings in the bowl. Poor enough Franks (tm) hot sauce over the wings. Toss them so the Franks(tm) Red Hot sauce coats the wings. Dump them on to your favorite serving plate/platter/tray or whatever you plan on serving them on. Cut the celery into 2 1/2 to 3 inch pieces, cut the ones from the bottom of the stalk in half, put them on a plate, fill a bowl with bleu cheese dressing. Use the bleu cheese as a dip for either the celery or the wings.
Variations to this are using other types of wings, I have seen many recipes and offerings of turkey wings, especially around Thanksgiving and Christmas. Use another type of dressing, Ranch is now the favorite dressing offered with wings at restaurants. Bake the wings instead of deep frying, if you don't have a fryer or some sort of pan you can deep fry in. They also have racks to let you cook the wings on a bar-b-q grill Vary the vegetable sticks in addition to or instead of celery.
I have a couple of other variations that go beyond just the basics.
I use to work at Pizza shops during my cooking career. Some had wings, some didn't. At one of them (T.D. Alfredos in Phoenixville, good people, good food), one of the drivers used to take the wings and fry them half way and them finish them up by running them through the over. It gave the wings a crispy sking. Then he would coat them with the sauce and eat them. I saw that and decided to take it a step further. I fried the wings for a couple minutes, until about half way done. I then made a dry rub of what we had on hand, some garlic powder, some oregano, some cayenne pepper, some salt and pepper, and using one of the to go containers I would shake the wings in the rub until they were coated. Then I ran them through the over, a conveyor belt oven for half the time that a pizza cooked. The amounts of spices varied on how I was feeling that day, and whether I wanted the wing hot or HOT. While the wings were cooking I took a small sauce pan and melted half a stick of butter, when it was melted, I added the Franks(tm) Red Hot to it. Then when the wings came out I dump them in the sauce pan and let them soak up the sauce. After a minute or 3, I would pick them out, and plate them up (usually a sandwich tray with a sheet of wrap) making sure to pour the sauce that was left in the pan over the wings. With some bleu cheese dressing, and plenty of napkins, I was ready.
Another variation is the Asian Spice wings. Some restaurants started serving the wings with a spicy sauce that resembled a General Tso's or Sesame sauce. When going to the places that serve these, they are my wing flavor of choice. Finally, Frank's(tm) has come out with an Asian Spicy Sauce, made for wings or anything else you want to give an Asian tang. I can make the wings using the basic recipe and substitute the Frank's(tm) Spicy Asian sauce instead of the normal Franks's(tm) Red Hot.
The final variation I am going to bring up isn't really wings. The boneless wing is usually a chicken breast that is cut into chunks and usually coated with a batter or breaded. I enjoy eating them at restaurants, but would prefer if they didn't have the coating on them. Two items that restaurants serve that give you the kick of Buffalo Wings are Buffalo Chicken Salads, and Wraps. Take a chicken breast, or chicken tenders, cook them how you wish, cut them into slices. Coat the slices with your Buffalo sauce and build a salad or wrap and add the Buffalo chicken to it. Most people who eat these tend to go with Ranch dressing on the salad or in the wrap.
There are many other things you can do with your wings, don't be afraid to give them a try. If you aren't sure just try it on one wing to see if you like it, them go for it or adjust it to your taste.