Here's an excerpt that I adapted from Cook's Illustrated (July/August 1999,
http://www.cooksillustrated.com/) that I've found quite helpful about brining and grilling wings over a 2-level heat. Smoking could easily replace the low-heat grilling method. Cook's usually has very reliable recipes and techniques and they go the extra mile to test them thoroughly. Hope I'm not violating any copyright rules here.
Serve the wings as is, with a squeeze of lemon or lime, or with one of the sauce recipes that follow.
BASIC BRINE:
3/4 cup kosher salt OR 6 tablespoons table salt (if substituting table salt for kosher salt, always use half as much table salt)
1/2 cup granulated sugar (Cook's uses 3/4C) (or 6 tablespoons molasses or honey instead of the 1/2 cup sugar)
4 cups cold water
4 pounds whole chicken wings, tips removed (it's easier to grill and turn wings if the two large sections are not separated until after they are cooked)
Frank's Red Hot Hot Sauce OR one of the dipping sauces in the article (Basic BBQ Sauce, Hoisin-Sesame Dipping Sauce, Spicy Peanut Dipping Sauce)
BRINE WINGS. In a gallon-sized zipper plastic bag, dissolve salt and sugar in the water. (A gallon-sized bag will hold up to 8 pounds trimmed wings.) Add chicken; press out as much air as possible from the bag and seal. Refrigerate until fully seasoned, 30 minutes (I prefer an hour). Remove wings from brine, rinse well under running water, dry thoroughly with towels, and season with pepper or any desired salt-free seasoning.
When I do these on the WSM, I'm going to do an optional step - brine them the night before, dry them, and leave them uncovered on a rack in the fridge to dry the skin. I'll probably put a rub on them at that time as well.
Hope this is helpful, or at least a good starting point. It's something that can be done at more or less the spur-of-the-moment - almost as close to instant gratification as you can get with smoking!
Rita