No marinade for those just a light brush with olive oil or mustard on just as a binder for the spices I add. I then sprinkle with SPG (Salt, Pepper, Garlic).
The other thing I do, which I've found makes them plump up a bit and keeps them nice and juicy during the cook, is before putting the oil or mustard binder on & spices on I boil water then pour the boiling water into a bowl where I've put the wings until they're covered. Let them sit in the hot water for 5 mins. Then pull them out and put the binder on then spice them.
Give that a try sometime, no matter what your cooking method is. I think you'll like the result. It takes out some of the grease from the fat layer under the skin yet premiates the meat keeping it moist through the cooking process. I use just med. heat - nothing super high heat as that dries anything out.
I find the biggest issue people have with wings is over-cooking them to be safe with the internal temp. I never use a meat themometer on my wings and have never had any issues with food poisioning. A little pink on meat close to the bone is not an issue in my experience. Pink but not blood red!
(Just a note: I would use a little mustard as a binder for the spices rather than oil if cooking in an oven - for safety reasons there'll be no mustard taste after cooking if you use just a thin coating painted on with a basting brush).