One doesn't generally marinate baked chicken wings because that runs counter to the goal of getting them crispy. I know that a lot of recipes tell you to do it, but while those recipes might result in good flavour, they'll also result in a pretty awful texture. Wings need to be baked with as little moisture as possible so they don't get soggy, and then sauced afterward.
Thus the first stage - seasoning - is just going to be dry spices. Salt and pepper are absolutely critical to the seasoning of chicken or any other meat; the salt will enhance the flavour of any other spices you use and pepper is of course the quintessential flavour pairing for salt.
This being chicken, it never hurts to use the same savoury spices you'd use to season any other type of roast chicken - usually rosemary, thyme, and oregano, and if you're feeling adventurous then rubbed sage or ground coriander are also common chicken seasonings, although I tend to stay away from those for hot wings (even the first few spices listed above are very much optional). Stay away from citrus, because hot sauces tend to be vinegar-based and you don't want to end up with excessive sourness.
If you're interested in a smoky flavour and don't have the time or equipment to actually smoke the meat, you can also add some smoked paprika at this stage. This helps if you're trying to achieve BBQ-style wings.
Most importantly, since you'll be using hot sauce, you want to use a fairly hot seasoning to complement it. That means using pungent and piquant spices such as garlic powder, onion powder, cayenne pepper, and ancho or chipotle chili.
Finally in the sauce itself, you've already got the savory, salty, sour, hot and piquant elements covered, so for balance you can add some sweetness and maybe a little more savory (since chicken isn't exceptionally high in umami - one reason why people marinate chicken breasts with teriyaki or soy sauce). By far the most common sweetener in any hot sauce (aside from the natural sweetness of butter) is brown sugar. Worcestershire sauce is another common ingredient in chilis and spicy-hot recipes.
Also, if you dislike garlic powder then you can eliminate or go easy on that in the dry seasoning and add minced garlic to the final sauce instead.
Anything beyond this is basically getting into recipes and I'd encourage you to do your own research and experimentation there, since it's getting pretty deep into subjective territory.