I know this sounds so white-trashy, but a few years ago, I LOVED wal-mart deli's hot wings. That sauce was just banging. But, then one time I got some that had been left under the lamp too long and I never wanted them again. They were dirt cheap for a pound too.
Wal-mart does have pretty good wings. They aren't wing-place good but they are better (and cheaper) than fast food wings.
But it's true you have to ask how long they hve been under the lamp. If they are there too long they get tough and gross. Their Jalapeno poppers are also pretty good.